+229.7%
WAT vs BBWI
-48.2%
+277.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.4% |
| 7D | +2.0% | -4.5% | +6.5% | +2.8% |
| 30D | +7.7% | +17.1% | -9.4% | +4.8% |
| 3M | +11.1% | +17.5% | -6.4% | +7.4% |
| 6M | +31.2% | +12.8% | +18.4% | +27.0% |
| YTD | +21.7% | +8.2% | +13.5% | +17.9% |
| 1Y | +19.3% | -1.8% | +21.1% | +16.4% |
| 3Y | +80.6% | -25.8% | +106.4% | +80.6% |
| 5Y | +29.5% | -68.0% | +97.6% | +41.7% |
| All | +229.7% | -48.2% | +277.9% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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