+27.3%
WAT vs BG
+7.2%
+20.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.8% |
| 7D | -1.9% | -3.8% | +1.8% | -2.2% |
| 30D | +6.2% | -9.6% | +15.9% | +5.7% |
| 3M | +18.1% | -8.5% | +26.6% | +17.2% |
| 6M | +54.9% | -23.0% | +77.9% | +53.8% |
| YTD | +23.1% | +10.9% | +12.2% | +15.7% |
| 1Y | +27.3% | +6.0% | +21.3% | +22.0% |
| All | +27.3% | +7.2% | +20.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling