+27.3%
WAT vs BIDU
-34.6%
+61.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +1.2% |
| 7D | -1.9% | +1.2% | -3.1% | -2.1% |
| 30D | +6.2% | -7.5% | +13.8% | +6.9% |
| 3M | +18.1% | -28.6% | +46.6% | +20.9% |
| 6M | +54.9% | -36.9% | +91.8% | +59.7% |
| YTD | +23.1% | -38.4% | +61.6% | +26.5% |
| 1Y | +27.3% | -35.7% | +62.9% | +30.5% |
| All | +27.3% | -34.6% | +61.9% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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