+26.6%
BA vs WAT
+228.2%
-201.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | 0.0% | +3.4% | -3.4% | -1.3% |
| 30D | -8.9% | +9.6% | -18.5% | -12.6% |
| 3M | -25.5% | +15.5% | -41.0% | -30.3% |
| 6M | -27.0% | +33.9% | -60.9% | -36.0% |
| YTD | -20.1% | +25.2% | -45.3% | -29.1% |
| 1Y | -11.0% | +26.3% | -37.3% | -21.4% |
| 3Y | -11.8% | +85.8% | -97.6% | -40.2% |
| 5Y | -20.6% | +35.3% | -55.9% | -38.2% |
| 10Y | +26.6% | +231.8% | -205.2% | -37.5% |
| All | +26.6% | +228.2% | -201.6% | -37.5% |
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