+25.9%
BDX vs WAT
+41.4%
-15.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | +8.3% | +2.3% | +5.9% | +7.7% |
| 3M | +24.4% | +8.7% | +15.7% | +22.0% |
| 6M | +9.2% | +28.3% | -19.1% | +3.0% |
| YTD | +22.7% | +7.8% | +14.9% | +20.8% |
| 1Y | +25.9% | +36.6% | -10.7% | +14.0% |
| All | +25.9% | +41.4% | -15.6% | +14.0% |
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 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