-31.5%
WY vs BAH
+8.7%
-40.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -5.1% | -1.6% | -3.5% | -4.8% |
| 30D | +9.0% | +18.0% | -9.0% | +6.6% |
| 3M | -16.7% | +11.4% | -28.1% | -18.0% |
| 6M | -10.3% | +17.7% | -27.9% | -12.5% |
| YTD | -10.5% | +5.4% | -15.9% | -12.1% |
| 1Y | -5.9% | +2.8% | -8.6% | -7.2% |
| 3Y | -24.7% | -26.7% | +1.9% | -24.9% |
| 5Y | -31.5% | +8.1% | -39.6% | -38.8% |
| All | -31.5% | +8.7% | -40.3% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling