+73.7%
BAC vs WAT
-2.9%
+76.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | -0.4% | +2.3% | -2.7% | -1.1% |
| 3M | +16.9% | +8.7% | +8.2% | +14.0% |
| 6M | +26.6% | +28.3% | -1.7% | +17.3% |
| YTD | +15.8% | +7.8% | +8.0% | +12.1% |
| 1Y | +27.2% | +36.6% | -9.4% | +14.3% |
| 3Y | +132.4% | +45.7% | +86.7% | +95.4% |
| All | +73.7% | -2.9% | +76.6% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling