+38.5%
WAT vs BBAI
-70.8%
+109.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -1.3% | -4.3% | +3.0% | -1.2% |
| 30D | +2.3% | -3.6% | +6.0% | +2.4% |
| 3M | +8.7% | -38.8% | +47.5% | +9.3% |
| 6M | +28.3% | -23.8% | +52.1% | +28.6% |
| YTD | +7.8% | -45.9% | +53.7% | +8.3% |
| 1Y | +36.6% | -40.8% | +77.4% | +37.0% |
| 3Y | +45.7% | +69.8% | -24.1% | +43.8% |
| 5Y | -3.3% | -70.3% | +67.0% | -0.7% |
| All | +38.5% | -70.8% | +109.3% | +41.7% |
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