-9.2%
WY vs BAH
-24.1%
+14.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.8% | -7.5% | -3.0% |
| 7D | -3.7% | +2.4% | -6.1% | -3.8% |
| 30D | -11.3% | -2.9% | -8.4% | -11.1% |
| 3M | -8.1% | -1.3% | -6.8% | -8.3% |
| 6M | -7.4% | -0.9% | -6.5% | -8.0% |
| YTD | -4.7% | -8.2% | +3.5% | -5.1% |
| 1Y | -9.2% | -24.0% | +14.8% | -8.1% |
| All | -9.2% | -24.1% | +14.9% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling