+246.5%
BBY vs WAT
+170.9%
+75.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.4% |
| 7D | +0.6% | -0.3% | +0.8% | +0.7% |
| 30D | +9.4% | -1.9% | +11.3% | +10.2% |
| 3M | +19.3% | +13.5% | +5.8% | +12.5% |
| 6M | +47.9% | +37.2% | +10.7% | +27.6% |
| YTD | +39.6% | +7.5% | +32.1% | +33.4% |
| 1Y | +22.2% | +35.0% | -12.8% | +5.2% |
| 3Y | +45.0% | +55.1% | -10.1% | +12.5% |
| 5Y | +2.6% | -2.8% | +5.4% | -3.1% |
| All | +246.5% | +170.9% | +75.6% | +106.8% |
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