+167.9%
WAT vs BB
+2.1%
+165.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -1.8% | +1.8% | -3.6% | -2.0% |
| 30D | -1.7% | -12.2% | +10.5% | -0.3% |
| 3M | +9.1% | -12.3% | +21.4% | +9.8% |
| 6M | +32.4% | +122.7% | -90.3% | +18.4% |
| YTD | +6.6% | +104.5% | -97.9% | -3.8% |
| 1Y | +34.7% | +106.7% | -72.0% | +20.8% |
| 3Y | +53.6% | +70.0% | -16.4% | +35.9% |
| 5Y | -4.1% | -27.8% | +23.7% | -10.0% |
| 10Y | +167.9% | +2.4% | +165.5% | +103.5% |
| All | +167.9% | +2.1% | +165.7% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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