+19.3%
WAT vs BN
-9.6%
+28.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | +7.7% | +13.6% | -5.9% | +2.8% |
| 3M | +11.1% | -6.7% | +17.7% | +14.1% |
| 6M | +31.2% | -9.0% | +40.2% | +35.9% |
| YTD | +21.7% | -8.8% | +30.5% | +22.6% |
| 1Y | +19.3% | -10.6% | +29.9% | +21.3% |
| All | +19.3% | -9.6% | +28.9% | +21.3% |
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