+1,132.3%
BE vs WAT
-2.9%
+1,135.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.8% |
| 7D | +20.0% | -1.3% | +21.3% | +20.6% |
| 30D | +7.9% | +2.3% | +5.6% | +6.7% |
| 3M | -13.2% | +8.7% | -22.0% | -16.4% |
| 6M | +53.5% | +28.3% | +25.1% | +35.2% |
| YTD | +191.0% | +7.8% | +183.2% | +174.5% |
| 1Y | +360.5% | +36.6% | +323.9% | +279.6% |
| 3Y | +1,568.0% | +45.7% | +1,522.3% | +1,058.5% |
| All | +1,132.3% | -2.9% | +1,135.2% | +1,035.6% |
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