+37.4%
WAT vs BAM
+90.5%
-53.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.4% |
| 7D | +6.0% | +5.3% | +0.8% | +4.3% |
| 30D | +9.9% | +18.1% | -8.2% | +4.0% |
| 3M | +17.2% | +4.2% | +12.9% | +15.4% |
| 6M | +34.2% | +11.1% | +23.2% | +29.0% |
| YTD | +25.5% | +6.6% | +18.9% | +21.6% |
| 1Y | +28.3% | +6.2% | +22.0% | +24.2% |
| 3Y | +88.4% | +95.0% | -6.7% | +45.3% |
| All | +37.4% | +90.5% | -53.1% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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