+34.4%
WAT vs BIDU
-51.6%
+86.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +9.0% | -5.4% | +14.4% | +9.8% |
| 3M | +13.5% | -24.7% | +38.2% | +17.8% |
| 6M | +35.3% | -45.3% | +80.6% | +46.4% |
| YTD | +24.0% | -39.0% | +62.9% | +31.1% |
| 1Y | +22.0% | -39.6% | +61.5% | +28.9% |
| 3Y | +84.0% | -24.7% | +108.7% | +82.9% |
| 5Y | +34.4% | -52.3% | +86.7% | +37.1% |
| All | +34.4% | -51.6% | +86.0% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling