+19.3%
WAT vs BWA
+12.4%
+6.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | +2.0% | +7.3% | -5.3% | +1.0% |
| 30D | +7.7% | -15.8% | +23.5% | +10.0% |
| 3M | +11.1% | -25.7% | +36.8% | +15.3% |
| 6M | +31.2% | -19.6% | +50.8% | +34.1% |
| YTD | +21.7% | +14.1% | +7.6% | +11.0% |
| 1Y | +19.3% | +12.2% | +7.2% | +9.4% |
| All | +19.3% | +12.4% | +6.9% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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