+1,470.8%
WAT vs BG
+954.5%
+516.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | +0.6% | +2.6% | -2.0% | 0.0% |
| 30D | +5.4% | -6.7% | +12.1% | +7.1% |
| 3M | +11.3% | -9.3% | +20.6% | +13.5% |
| 6M | +37.4% | -18.3% | +55.8% | +43.3% |
| YTD | +21.2% | +16.2% | +5.0% | +14.7% |
| 1Y | +21.3% | +7.6% | +13.7% | +17.1% |
| 3Y | +83.4% | +6.6% | +76.8% | +74.4% |
| 5Y | +29.0% | +22.2% | +6.8% | +16.1% |
| 10Y | +223.9% | +112.0% | +111.9% | +138.6% |
| All | +1,470.8% | +954.5% | +516.3% | +762.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling