+934.0%
BE vs WAT
+103.9%
+830.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.5% |
| 7D | +9.7% | -2.9% | +12.6% | +11.5% |
| 30D | +22.4% | -3.2% | +25.6% | +24.6% |
| 3M | +10.4% | +10.6% | -0.2% | +3.5% |
| 6M | +67.9% | +34.0% | +33.8% | +36.8% |
| YTD | +197.5% | +5.7% | +191.7% | +176.7% |
| 1Y | +310.6% | +37.1% | +273.5% | +219.3% |
| 3Y | +1,657.2% | +52.4% | +1,604.9% | +991.2% |
| 5Y | +1,218.2% | -4.4% | +1,222.6% | +1,105.7% |
| All | +934.0% | +103.9% | +830.1% | +327.5% |
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