+30.8%
BIL vs WAT
+687.3%
-656.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | +0.1% | +3.4% | -3.3% | +0.1% |
| 30D | 0.0% | +9.6% | -9.6% | 0.0% |
| 3M | +0.6% | +15.5% | -14.9% | +0.6% |
| 6M | +1.5% | +33.9% | -32.4% | +1.6% |
| YTD | +2.8% | +25.2% | -22.4% | +2.8% |
| 1Y | +3.3% | +26.3% | -23.0% | +3.4% |
| 3Y | +13.4% | +85.8% | -72.4% | +13.5% |
| 5Y | +19.8% | +35.3% | -15.5% | +19.9% |
| 10Y | +25.7% | +231.8% | -206.1% | +26.1% |
| All | +30.8% | +687.3% | -656.5% | +31.7% |
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