-22.1%
BA vs WAT
+32.4%
-54.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +1.1% | -1.1% | +2.2% | +1.3% |
| 30D | -7.9% | +5.0% | -12.9% | -9.2% |
| 3M | -25.3% | +14.5% | -39.8% | -28.2% |
| 6M | -24.6% | +30.9% | -55.5% | -30.2% |
| YTD | -20.1% | +20.5% | -40.6% | -25.1% |
| 1Y | -11.8% | +23.3% | -35.0% | -17.9% |
| 3Y | -10.1% | +81.5% | -91.6% | -29.9% |
| All | -22.1% | +32.4% | -54.5% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling