+130.8%
WMT vs BAH
-3.7%
+134.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | -5.8% | -6.6% | +0.8% | -5.2% |
| 3M | -10.8% | -7.2% | -3.6% | -10.4% |
| 6M | -14.3% | -10.0% | -4.4% | -13.9% |
| YTD | -4.4% | -12.5% | +8.0% | -4.0% |
| 1Y | +4.3% | -27.9% | +32.2% | +6.8% |
| 3Y | +100.1% | -31.4% | +131.5% | +100.3% |
| 5Y | +130.8% | -3.2% | +134.1% | +115.3% |
| All | +130.8% | -3.7% | +134.5% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling