-5.1%
WAT vs BB
-27.1%
+21.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.9% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | -1.0% | -12.4% | +11.4% | +0.7% |
| 3M | +10.9% | -15.3% | +26.2% | +12.2% |
| 6M | +33.2% | +128.8% | -95.6% | +14.3% |
| YTD | +6.1% | +107.7% | -101.6% | -7.6% |
| 1Y | +30.2% | +103.9% | -73.7% | +12.8% |
| 3Y | +52.9% | +72.6% | -19.7% | +29.5% |
| 5Y | -5.1% | -24.3% | +19.1% | -14.2% |
| All | -5.1% | -27.1% | +21.9% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling