+30.3%
BIL vs WAT
+577.8%
-547.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.1% |
| 30D | +0.3% | +2.3% | -2.0% | +0.3% |
| 3M | +0.9% | +8.7% | -7.8% | +1.0% |
| 6M | +1.8% | +28.3% | -26.5% | +1.9% |
| YTD | +2.4% | +7.8% | -5.3% | +2.5% |
| 1Y | +3.7% | +36.6% | -32.9% | +3.8% |
| 3Y | +14.2% | +45.7% | -31.5% | +14.3% |
| 5Y | +19.4% | -3.3% | +22.7% | +19.4% |
| 10Y | +25.2% | +162.1% | -136.9% | +25.6% |
| All | +30.3% | +577.8% | -547.4% | +31.2% |
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