+152.6%
WAT vs BN
+259.6%
-106.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.4% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | -1.0% | -10.9% | +9.9% | +4.2% |
| 3M | +10.9% | -11.1% | +22.0% | +16.7% |
| 6M | +33.2% | -4.4% | +37.5% | +35.5% |
| YTD | +6.1% | -14.1% | +20.2% | +12.4% |
| 1Y | +30.2% | -11.1% | +41.3% | +35.3% |
| 3Y | +52.9% | +75.6% | -22.7% | +14.4% |
| 5Y | -5.1% | +35.8% | -40.9% | -22.2% |
| 10Y | +152.6% | +261.6% | -108.9% | +30.2% |
| All | +152.6% | +259.6% | -106.9% | +30.2% |
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