-4.1%
WAT vs BG
+84.9%
-89.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | -1.7% | +10.3% | -12.0% | -3.6% |
| 3M | +9.1% | -1.9% | +11.0% | +9.2% |
| 6M | +32.4% | +5.2% | +27.2% | +30.3% |
| YTD | +6.6% | +41.2% | -34.6% | -2.2% |
| 1Y | +34.7% | +50.5% | -15.8% | +21.4% |
| 3Y | +53.6% | +19.9% | +33.7% | +42.7% |
| 5Y | -4.1% | +86.7% | -90.8% | -17.3% |
| All | -4.1% | +84.9% | -89.0% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling