+59.3%
WAT vs BBAI
-77.0%
+136.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +0.7% | -10.2% | +10.9% | +0.8% |
| 30D | +9.0% | 0.0% | +9.0% | +8.9% |
| 3M | +13.5% | -30.9% | +44.4% | +13.9% |
| 6M | +35.3% | -46.8% | +82.0% | +36.1% |
| YTD | +24.0% | -57.4% | +81.4% | +24.9% |
| 1Y | +22.0% | -62.0% | +84.0% | +22.9% |
| 3Y | +84.0% | +47.4% | +36.6% | +82.1% |
| 5Y | +34.4% | -77.0% | +111.3% | +37.1% |
| All | +59.3% | -77.0% | +136.3% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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