+30.2%
WAT vs BAH
-27.4%
+57.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.5% |
| 7D | -0.7% | -4.3% | +3.6% | -0.4% |
| 30D | -1.0% | -4.5% | +3.5% | -0.6% |
| 3M | +10.9% | -7.6% | +18.5% | +12.3% |
| 6M | +33.2% | -10.6% | +43.8% | +35.0% |
| YTD | +6.1% | -12.6% | +18.6% | +5.8% |
| 1Y | +30.2% | -27.0% | +57.2% | +32.8% |
| All | +30.2% | -27.4% | +57.6% | +32.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling