-9.0%
BDX vs WAT
+53.4%
-62.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -3.6% | -1.8% | -1.8% | -3.1% |
| 30D | +0.7% | -1.7% | +2.4% | +1.1% |
| 3M | +19.0% | +9.1% | +9.9% | +16.3% |
| 6M | +10.8% | +32.4% | -21.7% | +2.7% |
| YTD | +20.1% | +6.6% | +13.6% | +17.3% |
| 1Y | +23.1% | +34.7% | -11.6% | +12.9% |
| All | -9.0% | +53.4% | -62.3% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling