+661.5%
BA vs WAT
+11,982.1%
-11,320.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.7% |
| 7D | -0.1% | -5.6% | +5.5% | +1.4% |
| 30D | -9.1% | +3.8% | -12.9% | -10.2% |
| 3M | -28.2% | +13.3% | -41.5% | -30.8% |
| 6M | -23.1% | +32.2% | -55.3% | -29.1% |
| YTD | -20.6% | +19.3% | -39.8% | -25.4% |
| 1Y | -12.7% | +21.8% | -34.5% | -18.5% |
| 3Y | -11.6% | +73.9% | -85.5% | -27.2% |
| 5Y | -23.1% | +32.1% | -55.2% | -32.7% |
| 10Y | +34.4% | +228.2% | -193.9% | -6.3% |
| All | +661.5% | +11,982.1% | -11,320.6% | +200.2% |
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