+228.3%
WAT vs BB
+21.8%
+206.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.1% |
| 7D | +0.6% | +1.8% | -1.3% | +0.4% |
| 30D | +5.4% | +8.1% | -2.7% | +4.3% |
| 3M | +11.3% | -1.0% | +12.3% | +10.9% |
| 6M | +37.4% | +45.9% | -8.5% | +29.3% |
| YTD | +21.2% | +134.8% | -113.7% | +7.3% |
| 1Y | +21.3% | +104.6% | -83.3% | +9.0% |
| 3Y | +83.4% | +152.8% | -69.5% | +55.1% |
| 5Y | +29.0% | -17.4% | +46.4% | +19.1% |
| All | +228.3% | +21.8% | +206.6% | +149.2% |
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