-63.9%
BAX vs WAT
+32.4%
-96.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +12.1% | -1.1% | +13.2% | +12.6% |
| 30D | +7.6% | +5.0% | +2.6% | +5.5% |
| 3M | -4.5% | +14.5% | -19.0% | -9.5% |
| 6M | +52.0% | +30.9% | +21.1% | +36.3% |
| YTD | +35.1% | +20.5% | +14.7% | +23.8% |
| 1Y | +43.7% | +23.3% | +20.4% | +30.4% |
| 3Y | -20.9% | +81.5% | -102.4% | -40.2% |
| All | -63.9% | +32.4% | -96.3% | -70.1% |
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 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