+231.4%
WAT vs BB
+31.7%
+199.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.3% |
| 7D | +0.7% | +7.3% | -6.6% | -0.1% |
| 30D | +9.0% | +11.2% | -2.3% | +7.5% |
| 3M | +13.5% | +4.7% | +8.8% | +12.3% |
| 6M | +35.3% | +51.1% | -15.8% | +26.8% |
| YTD | +24.0% | +148.0% | -124.0% | +9.1% |
| 1Y | +22.0% | +106.1% | -84.2% | +9.4% |
| 3Y | +84.0% | +158.2% | -74.2% | +55.3% |
| 5Y | +34.4% | -10.8% | +45.2% | +23.0% |
| 10Y | +231.4% | +29.3% | +202.1% | +150.1% |
| All | +231.4% | +31.7% | +199.8% | +150.1% |
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