+424.1%
WAT vs BAH
+886.2%
-462.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -1.3% | -3.2% | +2.0% | -0.5% |
| 30D | +2.3% | +2.0% | +0.3% | +1.8% |
| 3M | +8.7% | -7.6% | +16.4% | +10.4% |
| 6M | +28.3% | -5.7% | +34.0% | +28.8% |
| YTD | +7.8% | -11.7% | +19.5% | +9.2% |
| 1Y | +36.6% | -27.4% | +64.0% | +45.3% |
| 3Y | +45.7% | -32.5% | +78.2% | +53.5% |
| 5Y | -3.3% | -3.3% | 0.0% | -9.9% |
| 10Y | +162.1% | +186.0% | -23.9% | +75.7% |
| All | +424.1% | +886.2% | -462.1% | +128.6% |
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