-37.1%
BAX vs WAT
+153.6%
-190.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.2% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -9.7% | -1.0% | -8.8% | -9.4% |
| 3M | +29.3% | +10.9% | +18.4% | +24.1% |
| 6M | +40.7% | +33.2% | +7.5% | +24.9% |
| YTD | +30.3% | +6.1% | +24.2% | +25.6% |
| 1Y | +3.4% | +30.2% | -26.8% | -8.3% |
| 3Y | -32.0% | +52.9% | -84.9% | -44.7% |
| 5Y | -66.9% | -5.1% | -61.7% | -68.5% |
| 10Y | -37.1% | +152.6% | -189.7% | -59.1% |
| All | -37.1% | +153.6% | -190.7% | -59.1% |
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