-20.2%
BKNG vs WAT
+36.1%
-56.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -10.7% | -2.9% | -7.8% | -9.9% |
| 30D | -18.1% | -3.2% | -14.9% | -17.4% |
| 3M | +8.5% | +10.6% | -2.1% | +5.5% |
| 6M | -0.1% | +34.0% | -34.1% | -8.3% |
| YTD | -18.2% | +5.7% | -24.0% | -19.8% |
| All | -20.2% | +36.1% | -56.3% | -21.6% |
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 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