+519.5%
BAC vs WAT
+12,102.7%
-11,583.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.3% |
| 6M | -6.8% | +30.9% | -37.8% | -14.1% |
| YTD | -8.7% | +20.5% | -29.2% | -14.6% |
| 1Y | -5.3% | +23.3% | -28.6% | -12.1% |
| 3Y | +87.4% | +81.5% | +6.0% | +51.2% |
| 5Y | +18.9% | +33.4% | -14.5% | +3.3% |
| 10Y | +273.3% | +231.5% | +41.8% | +151.8% |
| All | +519.5% | +12,102.7% | -11,583.2% | +156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling