+466.3%
WWD vs BAH
+211.3%
+255.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +3.7% | -1.6% | +5.3% | +4.1% |
| 30D | +1.8% | +18.0% | -16.2% | -3.4% |
| 3M | -5.0% | +11.4% | -16.4% | -8.6% |
| 6M | -8.4% | +17.7% | -26.1% | -14.1% |
| YTD | +12.3% | +5.4% | +6.9% | +6.9% |
| 1Y | +26.2% | +2.8% | +23.5% | +21.0% |
| 3Y | +154.6% | -26.7% | +181.2% | +162.1% |
| 5Y | +195.3% | +8.1% | +187.2% | +148.8% |
| 10Y | +466.3% | +202.5% | +263.8% | +247.1% |
| All | +466.3% | +211.3% | +255.0% | +247.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling