-12.8%
BKNG vs WAT
+41.4%
-54.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -6.0% | -1.3% | -4.7% | -5.7% |
| 30D | -6.6% | +2.3% | -9.0% | -7.3% |
| 3M | +15.7% | +8.7% | +7.0% | +12.9% |
| 6M | +14.1% | +28.3% | -14.2% | +6.1% |
| YTD | -9.3% | +7.8% | -17.1% | -11.7% |
| 1Y | -12.8% | +36.6% | -49.4% | -15.0% |
| All | -12.8% | +41.4% | -54.2% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling