+2,157.8%
BDX vs WAT
+10,816.8%
-8,659.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.5% | -1.3% | -1.2% | -2.3% |
| 30D | +8.3% | +2.3% | +5.9% | +7.7% |
| 3M | +24.4% | +8.7% | +15.7% | +22.1% |
| 6M | +9.2% | +28.3% | -19.1% | +3.0% |
| YTD | +22.7% | +7.8% | +14.9% | +19.8% |
| 1Y | +25.9% | +36.6% | -10.7% | +16.7% |
| 3Y | -10.5% | +45.7% | -56.1% | -19.4% |
| 5Y | +1.9% | -3.3% | +5.2% | -1.6% |
| 10Y | +58.7% | +162.1% | -103.4% | +23.7% |
| All | +2,157.8% | +10,816.8% | -8,659.0% | +810.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling