+12,001.8%
WAT vs BN
+14,244.9%
-2,243.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -1.1% | +5.3% | -6.5% | -3.1% |
| 30D | +5.0% | +11.9% | -6.9% | +0.6% |
| 3M | +14.5% | -5.7% | +20.2% | +16.6% |
| 6M | +30.9% | -10.6% | +41.5% | +35.5% |
| YTD | +20.5% | -9.4% | +29.8% | +23.5% |
| 1Y | +23.3% | -8.8% | +32.1% | +26.1% |
| 3Y | +81.5% | +95.6% | -14.2% | +40.0% |
| 5Y | +33.4% | +30.2% | +3.2% | +16.5% |
| 10Y | +231.5% | +277.0% | -45.5% | +97.2% |
| All | +12,001.8% | +14,244.9% | -2,243.1% | +2,806.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling