+231.8%
WAT vs BN
+280.2%
-48.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | +3.4% | +4.3% | -0.9% | +1.4% |
| 30D | +9.6% | +14.3% | -4.7% | +3.0% |
| 3M | +15.5% | -4.1% | +19.6% | +17.2% |
| 6M | +33.9% | -9.7% | +43.6% | +39.1% |
| YTD | +25.2% | -7.1% | +32.3% | +27.6% |
| 1Y | +26.3% | -7.4% | +33.7% | +28.8% |
| 3Y | +85.8% | +102.3% | -16.5% | +30.6% |
| 5Y | +35.3% | +35.9% | -0.6% | +10.5% |
| 10Y | +231.8% | +289.2% | -57.4% | +71.4% |
| All | +231.8% | +280.2% | -48.5% | +71.4% |
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 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