+1,136.5%
WWD vs BAH
+886.2%
+250.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.5% |
| 7D | +1.3% | -3.2% | +4.5% | +2.3% |
| 30D | -7.2% | +2.0% | -9.2% | -7.9% |
| 3M | -3.8% | -7.6% | +3.8% | -2.1% |
| 6M | -9.9% | -5.7% | -4.2% | -9.7% |
| YTD | +14.8% | -11.7% | +26.5% | +15.9% |
| 1Y | +42.1% | -27.4% | +69.4% | +52.9% |
| 3Y | +170.8% | -32.5% | +203.3% | +186.1% |
| 5Y | +197.5% | -3.3% | +200.8% | +165.8% |
| 10Y | +477.8% | +186.0% | +291.8% | +243.6% |
| All | +1,136.5% | +886.2% | +250.3% | +307.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling