+22.1%
BDX vs WAT
+34.9%
-12.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -5.4% | -2.9% | -2.5% | -4.8% |
| 30D | -2.2% | -3.2% | +1.0% | -1.5% |
| 3M | +20.1% | +10.6% | +9.5% | +17.4% |
| 6M | +9.1% | +34.0% | -25.0% | +1.7% |
| YTD | +17.9% | +5.7% | +12.1% | +16.5% |
| 1Y | +22.1% | +37.1% | -15.0% | +10.2% |
| All | +22.1% | +34.9% | -12.8% | +10.2% |
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