-19.8%
WY vs BAH
-3.7%
-16.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | -9.9% | -6.6% | -3.2% | -9.1% |
| 3M | -7.5% | -7.2% | -0.4% | -6.8% |
| 6M | -5.1% | -10.0% | +4.8% | -4.4% |
| YTD | -2.1% | -12.5% | +10.4% | -1.3% |
| 1Y | -7.3% | -27.9% | +20.6% | -4.2% |
| 3Y | -22.6% | -31.4% | +8.8% | -23.1% |
| 5Y | -19.8% | -3.2% | -16.6% | -26.5% |
| All | -19.8% | -3.7% | -16.1% | -26.5% |
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