+27.3%
WAT vs BN
-3.9%
+31.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | -0.3% |
| 7D | -1.9% | +12.0% | -13.9% | -5.8% |
| 30D | +6.2% | +17.0% | -10.8% | +0.3% |
| 3M | +18.1% | -3.2% | +21.3% | +19.8% |
| 6M | +54.9% | -3.9% | +58.8% | +57.4% |
| YTD | +23.1% | -5.6% | +28.7% | +22.8% |
| 1Y | +27.3% | -4.7% | +32.0% | +26.4% |
| All | +27.3% | -3.9% | +31.2% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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