+485.8%
WAT vs BAH
+1,056.2%
-570.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +2.1% |
| 7D | -1.1% | -3.5% | +2.4% | -0.3% |
| 30D | +5.0% | +24.3% | -19.3% | -0.9% |
| 3M | +14.5% | +16.3% | -1.8% | +9.7% |
| 6M | +30.9% | +13.6% | +17.3% | +25.3% |
| YTD | +20.5% | +3.5% | +17.0% | +16.7% |
| 1Y | +23.3% | +2.7% | +20.6% | +19.4% |
| 3Y | +81.5% | -26.6% | +108.1% | +87.2% |
| 5Y | +33.4% | +8.5% | +24.9% | +20.6% |
| 10Y | +231.5% | +225.1% | +6.4% | +114.7% |
| All | +485.8% | +1,056.2% | -570.4% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling