+170.2%
WWD vs BAH
-32.1%
+202.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | +0.8% | -4.3% | +5.1% | +1.3% |
| 30D | -6.4% | -4.5% | -2.0% | -5.9% |
| 3M | -5.6% | -7.6% | +2.0% | -4.8% |
| 6M | -9.1% | -10.6% | +1.5% | -8.1% |
| YTD | +12.5% | -12.6% | +25.1% | +13.1% |
| 1Y | +41.3% | -27.0% | +68.3% | +46.7% |
| 3Y | +170.2% | -31.5% | +201.7% | +165.7% |
| All | +170.2% | -32.1% | +202.3% | +165.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling