+3.4%
BAX vs WAT
+32.5%
-29.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.3% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -9.7% | -1.0% | -8.8% | -9.5% |
| 3M | +29.3% | +10.9% | +18.4% | +25.2% |
| 6M | +40.7% | +33.2% | +7.5% | +27.3% |
| YTD | +30.3% | +6.1% | +24.2% | +24.6% |
| 1Y | +3.4% | +30.2% | -26.8% | -9.5% |
| All | +3.4% | +32.5% | -29.1% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling