-1.4%
BDX vs WAT
-4.9%
+3.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.2% |
| 6M | +10.8% | +32.4% | -21.7% | +2.4% |
| YTD | +20.1% | +6.6% | +13.6% | +17.1% |
| 1Y | +23.1% | +34.7% | -11.6% | +12.6% |
| 3Y | -8.8% | +53.6% | -62.4% | -21.0% |
| 5Y | -1.4% | -4.1% | +2.7% | -10.7% |
| All | -1.4% | -4.9% | +3.5% | -10.7% |
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