+1,723.3%
WAT vs BB
+258.8%
+1,464.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.3% | -5.6% | +4.4% | -0.6% |
| 30D | +2.3% | -11.8% | +14.1% | +3.8% |
| 3M | +8.7% | -25.5% | +34.3% | +11.8% |
| 6M | +28.3% | +121.3% | -92.9% | +13.9% |
| YTD | +7.8% | +103.2% | -95.4% | -3.3% |
| 1Y | +36.6% | +102.6% | -66.0% | +21.9% |
| 3Y | +45.7% | +37.5% | +8.2% | +31.4% |
| 5Y | -3.3% | -30.4% | +27.1% | -7.7% |
| 10Y | +162.1% | 0.0% | +162.1% | +108.9% |
| All | +1,723.3% | +258.8% | +1,464.4% | +874.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling