+390.8%
BAX vs WAT
+10,816.8%
-10,426.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | -1.1% | -1.3% | +0.1% | -0.9% |
| 30D | -5.5% | +2.3% | -7.8% | -5.9% |
| 3M | +33.5% | +8.7% | +24.8% | +31.0% |
| 6M | +35.9% | +28.3% | +7.5% | +28.3% |
| YTD | +35.4% | +7.8% | +27.6% | +32.3% |
| 1Y | +9.8% | +36.6% | -26.8% | +1.9% |
| 3Y | -32.7% | +45.7% | -78.4% | -38.9% |
| 5Y | -65.6% | -3.3% | -62.2% | -66.4% |
| 10Y | -34.9% | +162.1% | -197.0% | -47.9% |
| All | +390.8% | +10,816.8% | -10,426.0% | +144.0% |
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