-4.1%
WAT vs BR
+7.6%
-11.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.8% | -5.0% | +3.2% | +0.6% |
| 30D | -1.7% | -2.5% | +0.8% | -0.6% |
| 3M | +9.1% | +13.5% | -4.4% | +1.9% |
| 6M | +32.4% | -9.4% | +41.8% | +38.4% |
| YTD | +6.6% | -23.3% | +29.9% | +21.4% |
| 1Y | +34.7% | -31.6% | +66.3% | +63.8% |
| 3Y | +53.6% | -5.1% | +58.7% | +52.0% |
| 5Y | -4.1% | +8.2% | -12.3% | -17.7% |
| All | -4.1% | +7.6% | -11.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling