+1.9%
WY vs BAH
+198.8%
-196.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -0.8% | +1.7% | -2.5% | -1.3% |
| 30D | +10.1% | +20.8% | -10.7% | +4.2% |
| 3M | -15.4% | +11.6% | -27.0% | -18.2% |
| 6M | -8.3% | +23.1% | -31.4% | -14.6% |
| YTD | -9.8% | +5.3% | -15.1% | -13.3% |
| 1Y | -3.9% | +6.1% | -10.0% | -8.0% |
| 3Y | -23.3% | -27.5% | +4.2% | -21.7% |
| 5Y | -31.2% | +6.2% | -37.4% | -43.0% |
| All | +1.9% | +198.8% | -196.8% | -37.8% |
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 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