+198.5%
WWD vs BAH
-1.9%
+200.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.3% |
| 7D | +1.3% | -3.2% | +4.5% | +1.9% |
| 30D | -7.2% | +2.0% | -9.2% | -7.6% |
| 3M | -3.8% | -7.6% | +3.8% | -2.7% |
| 6M | -9.9% | -5.7% | -4.2% | -9.6% |
| YTD | +14.8% | -11.7% | +26.5% | +15.5% |
| 1Y | +42.1% | -27.4% | +69.4% | +49.3% |
| 3Y | +170.8% | -32.5% | +203.3% | +177.3% |
| All | +198.5% | -1.9% | +200.4% | +168.7% |
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 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