+26.6%
WAT vs BAH
+2.1%
+24.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.1% |
| 7D | +6.0% | -1.5% | +7.5% | +6.1% |
| 30D | +9.9% | +17.3% | -7.4% | +8.9% |
| 3M | +17.2% | +14.9% | +2.3% | +16.3% |
| 6M | +34.2% | +14.2% | +20.0% | +33.8% |
| YTD | +25.5% | +5.1% | +20.4% | +22.1% |
| All | +26.6% | +2.1% | +24.5% | +24.3% |
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