-3.2%
WAT vs BBWI
-66.0%
+62.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.6% |
| 7D | -1.3% | +1.5% | -2.8% | -1.6% |
| 30D | +2.3% | -5.2% | +7.5% | +3.1% |
| 3M | +8.7% | +11.1% | -2.4% | +5.1% |
| 6M | +28.3% | -13.4% | +41.7% | +30.2% |
| YTD | +7.8% | +0.1% | +7.7% | +5.6% |
| 1Y | +36.6% | -36.1% | +72.7% | +46.5% |
| 3Y | +45.7% | -44.1% | +89.8% | +54.2% |
| All | -3.2% | -66.0% | +62.8% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling