+0.2%
WY vs BAH
+199.5%
-199.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -5.4% | -2.6% | -2.8% | -4.7% |
| 30D | +7.9% | +20.4% | -12.5% | +2.2% |
| 3M | -16.6% | +11.9% | -28.5% | -19.5% |
| 6M | -11.2% | +17.1% | -28.3% | -16.0% |
| YTD | -11.3% | +5.5% | -16.9% | -14.8% |
| 1Y | -5.5% | +5.6% | -11.2% | -9.5% |
| 3Y | -25.4% | -26.5% | +1.1% | -24.3% |
| 5Y | -32.4% | +6.5% | -38.8% | -44.0% |
| All | +0.2% | +199.5% | -199.3% | -38.9% |
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