+33.2%
WAT vs BAM
+80.8%
-47.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.2% |
| 7D | +2.0% | -2.0% | +4.0% | +2.7% |
| 30D | +7.7% | +13.7% | -6.0% | +3.2% |
| 3M | +11.1% | -4.8% | +15.8% | +12.6% |
| 6M | +31.2% | +7.6% | +23.6% | +27.3% |
| YTD | +21.7% | +1.2% | +20.5% | +19.8% |
| 1Y | +19.3% | -2.3% | +21.6% | +18.8% |
| 3Y | +80.6% | +84.1% | -3.5% | +41.8% |
| All | +33.2% | +80.8% | -47.6% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling