+668.0%
BE vs WAT
+133.6%
+534.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | +10.8% | +0.6% | +10.2% | +10.6% |
| 30D | -19.8% | +5.4% | -25.2% | -21.6% |
| 3M | -18.7% | +11.3% | -30.0% | -23.4% |
| 6M | -33.7% | +37.4% | -71.2% | -45.2% |
| YTD | +121.0% | +21.2% | +99.8% | +90.7% |
| 1Y | +85.4% | +21.3% | +64.1% | +59.4% |
| 3Y | +1,709.5% | +83.4% | +1,626.1% | +906.8% |
| 5Y | +462.2% | +29.0% | +433.2% | +315.5% |
| All | +668.0% | +133.6% | +534.3% | +194.7% |
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 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