+401.8%
BAX vs WAT
+12,612.0%
-12,210.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.5% |
| 7D | +9.0% | +6.0% | +3.0% | +7.7% |
| 30D | +8.5% | +9.9% | -1.4% | +6.3% |
| 3M | -4.1% | +17.2% | -21.3% | -7.4% |
| 6M | +46.9% | +34.2% | +12.7% | +37.6% |
| YTD | +38.4% | +25.5% | +12.9% | +30.8% |
| 1Y | +47.0% | +28.3% | +18.8% | +38.3% |
| 3Y | -14.9% | +88.4% | -103.3% | -26.7% |
| 5Y | -62.5% | +36.1% | -98.6% | -65.8% |
| 10Y | -33.9% | +234.8% | -268.7% | -49.5% |
| All | +401.8% | +12,612.0% | -12,210.2% | +141.3% |
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