+81.5%
WAT vs BN
+90.6%
-9.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | -1.1% | +5.3% | -6.5% | -3.6% |
| 30D | +5.0% | +11.9% | -6.9% | -0.5% |
| 3M | +14.5% | -5.7% | +20.2% | +17.3% |
| 6M | +30.9% | -10.6% | +41.5% | +36.9% |
| YTD | +20.5% | -9.4% | +29.8% | +24.2% |
| 1Y | +23.3% | -8.8% | +32.1% | +26.6% |
| 3Y | +81.5% | +95.6% | -14.2% | +26.9% |
| All | +81.5% | +90.6% | -9.1% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling