+23.3%
BA vs WAT
+222.4%
-199.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.4% |
| 30D | -7.1% | +5.4% | -12.5% | -9.4% |
| 3M | -25.5% | +11.3% | -36.8% | -29.3% |
| 6M | -28.7% | +37.4% | -66.1% | -38.2% |
| YTD | -21.0% | +21.2% | -42.2% | -29.0% |
| 1Y | -11.9% | +21.3% | -33.2% | -20.9% |
| 3Y | -16.2% | +83.4% | -99.5% | -43.0% |
| 5Y | -22.4% | +29.0% | -51.4% | -38.2% |
| All | +23.3% | +222.4% | -199.1% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling