+251.7%
BAC vs WAT
+232.2%
+19.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | +0.7% |
| 7D | +2.0% | +6.0% | -4.1% | -0.3% |
| 30D | -6.9% | +9.9% | -16.8% | -10.4% |
| 3M | -19.6% | +17.2% | -36.7% | -24.6% |
| 6M | -0.5% | +34.2% | -34.7% | -12.1% |
| YTD | -6.6% | +25.5% | -32.1% | -16.4% |
| 1Y | -3.0% | +28.3% | -31.2% | -14.1% |
| 3Y | +97.3% | +88.4% | +8.9% | +36.7% |
| 5Y | +21.9% | +36.1% | -14.3% | -3.6% |
| 10Y | +251.7% | +234.8% | +16.9% | +74.3% |
| All | +251.7% | +232.2% | +19.5% | +74.3% |
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