+87.6%
WAT vs BAM
+89.3%
-1.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.4% |
| 7D | +0.7% | -2.9% | +3.6% | +1.7% |
| 30D | +9.0% | +14.7% | -5.7% | +3.8% |
| 3M | +13.5% | -4.1% | +17.6% | +14.9% |
| 6M | +35.3% | +9.6% | +25.7% | +30.2% |
| YTD | +24.0% | +3.4% | +20.6% | +21.1% |
| 1Y | +22.0% | +1.0% | +20.9% | +20.0% |
| All | +87.6% | +89.3% | -1.7% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling