+1,089.0%
WWD vs BAH
+1,074.5%
+14.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.4% |
| 7D | +4.2% | -1.5% | +5.7% | +4.5% |
| 30D | -0.8% | +17.3% | -18.0% | -6.0% |
| 3M | -8.2% | +14.9% | -23.0% | -12.9% |
| 6M | -9.8% | +14.2% | -24.1% | -15.2% |
| YTD | +10.4% | +5.1% | +5.3% | +4.7% |
| 1Y | +25.5% | +2.1% | +23.4% | +20.1% |
| 3Y | +155.8% | -26.0% | +181.8% | +162.6% |
| 5Y | +187.3% | +9.0% | +178.4% | +147.2% |
| 10Y | +462.7% | +208.8% | +253.9% | +225.7% |
| All | +1,089.0% | +1,074.5% | +14.5% | +268.3% |
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 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