+27.3%
WAT vs BAH
+6.2%
+21.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.6% |
| 7D | -1.9% | +5.8% | -7.7% | -2.2% |
| 30D | +6.2% | +28.7% | -22.5% | +4.7% |
| 3M | +18.1% | +20.9% | -2.8% | +16.9% |
| 6M | +54.9% | +15.2% | +39.7% | +54.4% |
| YTD | +23.1% | +7.1% | +16.0% | +19.8% |
| 1Y | +27.3% | +6.4% | +20.9% | +25.7% |
| All | +27.3% | +6.2% | +21.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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