+136.2%
WY vs BAH
+886.2%
-750.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | -1.7% | -3.2% | +1.5% | -0.8% |
| 30D | -10.1% | +2.0% | -12.1% | -10.7% |
| 3M | -5.1% | -7.6% | +2.5% | -3.4% |
| 6M | -4.8% | -5.7% | +0.9% | -4.4% |
| YTD | -0.2% | -11.7% | +11.5% | +1.2% |
| 1Y | -6.6% | -27.4% | +20.7% | +0.2% |
| 3Y | -22.7% | -32.5% | +9.8% | -19.7% |
| 5Y | -22.2% | -3.3% | -18.9% | -31.3% |
| 10Y | +7.3% | +186.0% | -178.7% | -33.4% |
| All | +136.2% | +886.2% | -750.0% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling