+28.3%
WAT vs BIDU
-17.1%
+45.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -1.4% |
| 7D | -1.3% | +2.4% | -3.7% | -1.5% |
| 30D | +2.3% | -10.5% | +12.8% | +3.0% |
| 3M | +8.7% | -26.2% | +35.0% | +12.2% |
| 6M | +28.3% | -16.4% | +44.7% | +26.9% |
| All | +28.3% | -17.1% | +45.4% | +26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling