+34.7%
WAT vs BN
-12.4%
+47.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | -1.8% | -3.0% | +1.2% | -0.7% |
| 30D | -1.7% | -13.0% | +11.3% | +3.3% |
| 3M | +9.1% | -15.2% | +24.3% | +15.6% |
| 6M | +32.4% | -5.9% | +38.4% | +36.1% |
| YTD | +6.6% | -15.8% | +22.4% | +11.3% |
| 1Y | +34.7% | -12.2% | +46.9% | +38.6% |
| All | +34.7% | -12.4% | +47.1% | +38.6% |
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