+27.6%
BDX vs WAT
+28.6%
-1.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +15.4% | +5.4% | +10.0% | +13.7% |
| 3M | +20.5% | +11.3% | +9.2% | +17.0% |
| 6M | +53.2% | +37.4% | +15.8% | +40.6% |
| YTD | +45.7% | +21.2% | +24.5% | +37.1% |
| 1Y | +47.3% | +21.3% | +25.9% | +38.6% |
| 3Y | +25.1% | +83.4% | -58.3% | +3.2% |
| All | +27.6% | +28.6% | -1.0% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling