-11.0%
BA vs WAT
+26.7%
-37.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | 0.0% | +3.4% | -3.4% | -0.4% |
| 30D | -8.9% | +9.6% | -18.5% | -10.1% |
| 3M | -25.5% | +15.5% | -41.0% | -27.3% |
| 6M | -27.0% | +33.9% | -60.9% | -30.6% |
| YTD | -20.1% | +25.2% | -45.3% | -25.2% |
| 1Y | -11.0% | +26.3% | -37.3% | -17.1% |
| All | -11.0% | +26.7% | -37.7% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling