+214.5%
BAC vs WAT
+223.8%
-9.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | +1.5% | +2.0% | -0.5% | +0.7% |
| 30D | -6.4% | +7.7% | -14.1% | -9.2% |
| 3M | -21.7% | +11.1% | -32.7% | -25.1% |
| 6M | +0.5% | +31.2% | -30.7% | -10.5% |
| YTD | -6.7% | +21.7% | -28.4% | -15.5% |
| 1Y | -4.7% | +19.3% | -24.0% | -13.1% |
| 3Y | +96.1% | +80.6% | +15.5% | +38.1% |
| 5Y | +21.7% | +29.5% | -7.8% | -1.6% |
| All | +214.5% | +223.8% | -9.3% | +54.3% |
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