+641.7%
BE vs WAT
+141.4%
+500.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.1% | -4.2% |
| 7D | -13.4% | +3.4% | -16.8% | -14.7% |
| 30D | -33.9% | +9.6% | -43.5% | -36.9% |
| 3M | -12.0% | +15.5% | -27.5% | -18.8% |
| 6M | -29.0% | +33.9% | -62.9% | -40.6% |
| YTD | +113.4% | +25.2% | +88.2% | +80.6% |
| 1Y | +33.2% | +26.3% | +6.9% | +11.8% |
| 3Y | +1,659.2% | +85.8% | +1,573.4% | +875.4% |
| 5Y | +461.4% | +35.3% | +426.1% | +301.4% |
| All | +641.7% | +141.4% | +500.3% | +179.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling