+228.3%
WAT vs BN
+290.8%
-62.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | +0.6% | -1.0% | +1.6% | +1.0% |
| 30D | +5.4% | +14.0% | -8.5% | -0.8% |
| 3M | +11.3% | -9.0% | +20.3% | +15.7% |
| 6M | +37.4% | -8.8% | +46.2% | +42.1% |
| YTD | +21.2% | -10.3% | +31.4% | +25.4% |
| 1Y | +21.3% | -5.8% | +27.2% | +22.9% |
| 3Y | +83.4% | +94.8% | -11.4% | +31.0% |
| 5Y | +29.0% | +31.5% | -2.5% | +6.9% |
| All | +228.3% | +290.8% | -62.5% | +73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling