+55.3%
WAT vs BIDU
-27.0%
+82.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -1.5% |
| 7D | -1.3% | +2.4% | -3.7% | -1.6% |
| 30D | +2.3% | -10.5% | +12.8% | +3.6% |
| 3M | +8.7% | -26.2% | +35.0% | +12.7% |
| 6M | +28.3% | -16.4% | +44.7% | +30.1% |
| YTD | +7.8% | -23.9% | +31.7% | +10.2% |
| 1Y | +36.6% | +1.3% | +35.3% | +32.6% |
| All | +55.3% | -27.0% | +82.3% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling