-1.4%
BAC vs WAT
+20.2%
-21.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.2% | +0.6% | +2.7% | +3.1% |
| 30D | -0.7% | +5.4% | -6.1% | -1.5% |
| 3M | -20.0% | +11.3% | -31.3% | -21.4% |
| 6M | +3.4% | +37.4% | -34.0% | -2.3% |
| YTD | -5.7% | +21.2% | -26.9% | -10.7% |
| 1Y | -1.4% | +21.3% | -22.8% | -6.6% |
| All | -1.4% | +20.2% | -21.6% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling