-23.9%
WY vs BAH
-26.8%
+2.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -5.1% | -1.6% | -3.5% | -4.9% |
| 30D | +9.0% | +18.0% | -9.0% | +7.5% |
| 3M | -16.7% | +11.4% | -28.1% | -17.6% |
| 6M | -10.3% | +17.7% | -27.9% | -11.8% |
| YTD | -10.5% | +5.4% | -15.9% | -11.6% |
| 1Y | -5.9% | +2.8% | -8.6% | -6.9% |
| All | -23.9% | -26.8% | +2.8% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling