+18.0%
BAC vs WAT
+32.4%
-14.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | -7.7% | +5.0% | -12.6% | -8.9% |
| 3M | -21.2% | +14.5% | -35.6% | -24.1% |
| 6M | -6.8% | +30.9% | -37.8% | -13.9% |
| YTD | -8.7% | +20.5% | -29.2% | -14.4% |
| 1Y | -5.3% | +23.3% | -28.6% | -11.9% |
| 3Y | +87.4% | +81.5% | +6.0% | +45.4% |
| All | +18.0% | +32.4% | -14.4% | -2.6% |
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 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