-35.6%
BAX vs WAT
+228.2%
-263.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | +3.6% | +3.4% | +0.3% | +2.4% |
| 30D | +8.5% | +9.6% | -1.1% | +4.7% |
| 3M | -4.9% | +15.5% | -20.3% | -10.2% |
| 6M | +47.0% | +33.9% | +13.1% | +30.6% |
| YTD | +38.4% | +25.2% | +13.3% | +24.9% |
| 1Y | +49.1% | +26.3% | +22.9% | +34.1% |
| 3Y | -14.9% | +85.8% | -100.7% | -36.0% |
| 5Y | -63.1% | +35.3% | -98.4% | -69.3% |
| 10Y | -35.6% | +231.8% | -267.4% | -63.1% |
| All | -35.6% | +228.2% | -263.8% | -63.1% |
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