+163.8%
WAT vs BIDU
-48.3%
+212.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -1.8% | -2.4% | +0.7% | -1.5% |
| 30D | -1.7% | -16.0% | +14.3% | +0.8% |
| 3M | +9.1% | -24.0% | +33.1% | +13.3% |
| 6M | +32.4% | -24.9% | +57.3% | +37.1% |
| YTD | +6.6% | -29.6% | +36.1% | +10.9% |
| 1Y | +34.7% | -15.2% | +49.9% | +35.1% |
| 3Y | +53.6% | -32.2% | +85.8% | +56.0% |
| 5Y | -4.1% | -43.8% | +39.7% | -4.2% |
| All | +163.8% | -48.3% | +212.1% | +134.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling