+228.3%
WAT vs BAH
+198.8%
+29.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +0.6% | +1.7% | -1.1% | +0.2% |
| 30D | +5.4% | +20.8% | -15.4% | +0.5% |
| 3M | +11.3% | +11.6% | -0.3% | +7.9% |
| 6M | +37.4% | +23.1% | +14.3% | +29.1% |
| YTD | +21.2% | +5.3% | +15.9% | +17.1% |
| 1Y | +21.3% | +6.1% | +15.2% | +16.8% |
| 3Y | +83.4% | -27.5% | +110.9% | +90.0% |
| 5Y | +29.0% | +6.2% | +22.8% | +16.0% |
| All | +228.3% | +198.8% | +29.6% | +115.1% |
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