+73.5%
BA vs WAT
+161.1%
-87.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | +1.2% | -1.3% | +2.4% | +1.7% |
| 30D | -11.6% | +2.3% | -14.0% | -12.5% |
| 3M | -2.4% | +8.7% | -11.1% | -5.9% |
| 6M | -6.6% | +28.3% | -34.9% | -16.7% |
| YTD | -2.2% | +7.8% | -10.0% | -7.0% |
| 1Y | -8.0% | +36.6% | -44.6% | -21.9% |
| 3Y | -5.0% | +45.7% | -50.7% | -27.2% |
| 5Y | -2.7% | -3.3% | +0.6% | -9.2% |
| All | +73.5% | +161.1% | -87.6% | -5.5% |
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