+837.0%
BA vs WAT
+10,816.8%
-9,979.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +1.2% | -1.3% | +2.4% | +1.5% |
| 30D | -11.6% | +2.3% | -14.0% | -12.2% |
| 3M | -2.4% | +8.7% | -11.1% | -4.7% |
| 6M | -6.6% | +28.3% | -34.9% | -13.2% |
| YTD | -2.2% | +7.8% | -10.0% | -5.3% |
| 1Y | -8.0% | +36.6% | -44.6% | -16.8% |
| 3Y | -5.0% | +45.7% | -50.7% | -17.9% |
| 5Y | -2.7% | -3.3% | +0.6% | -7.3% |
| 10Y | +75.9% | +162.1% | -86.2% | +29.7% |
| All | +837.0% | +10,816.8% | -9,979.8% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling