+81.5%
WAT vs BAM
+85.9%
-4.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -1.1% | +9.7% | -10.8% | -4.3% |
| 30D | +5.0% | +19.0% | -14.0% | -1.2% |
| 3M | +14.5% | +0.6% | +13.9% | +14.0% |
| 6M | +30.9% | +11.1% | +19.8% | +25.5% |
| YTD | +20.5% | +4.2% | +16.3% | +17.4% |
| 1Y | +23.3% | +3.3% | +20.0% | +20.3% |
| 3Y | +81.5% | +88.8% | -7.3% | +28.9% |
| All | +81.5% | +85.9% | -4.4% | +28.9% |
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