+790.5%
BKNG vs WAT
+1,416.0%
-625.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -4.0% |
| 7D | -13.1% | -1.8% | -11.3% | -12.5% |
| 30D | -18.5% | -1.7% | -16.8% | -18.0% |
| 3M | +5.8% | +9.1% | -3.3% | +2.2% |
| 6M | -2.1% | +32.4% | -34.6% | -12.7% |
| YTD | -18.6% | +6.6% | -25.2% | -21.6% |
| 1Y | -21.7% | +34.7% | -56.4% | -31.2% |
| 3Y | +40.9% | +53.6% | -12.7% | +12.3% |
| 5Y | +91.0% | -4.1% | +95.0% | +78.2% |
| 10Y | +213.2% | +167.9% | +45.3% | +91.5% |
| All | +790.5% | +1,416.0% | -625.5% | +167.4% |
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