+234.8%
WAT vs BAH
+218.8%
+16.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.8% |
| 7D | +6.0% | -1.5% | +7.5% | +6.4% |
| 30D | +9.9% | +17.3% | -7.4% | +5.5% |
| 3M | +17.2% | +14.9% | +2.3% | +12.8% |
| 6M | +34.2% | +14.2% | +20.0% | +28.7% |
| YTD | +25.5% | +5.1% | +20.4% | +21.3% |
| 1Y | +28.3% | +2.1% | +26.2% | +24.8% |
| 3Y | +88.4% | -26.0% | +114.3% | +93.8% |
| 5Y | +36.1% | +9.0% | +27.2% | +21.5% |
| 10Y | +234.8% | +208.8% | +26.0% | +118.9% |
| All | +234.8% | +218.8% | +16.0% | +118.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling