+10,726.6%
WAT vs BWA
+2,669.2%
+8,057.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.9% |
| 7D | -1.3% | +5.7% | -6.9% | -2.9% |
| 30D | +2.3% | +1.4% | +0.9% | +1.7% |
| 3M | +8.7% | -12.1% | +20.8% | +12.5% |
| 6M | +28.3% | +28.6% | -0.2% | +17.5% |
| YTD | +7.8% | +51.1% | -43.3% | -7.3% |
| 1Y | +36.6% | +55.9% | -19.3% | +16.2% |
| 3Y | +45.7% | +70.1% | -24.5% | +18.7% |
| 5Y | -3.3% | +90.7% | -94.0% | -25.9% |
| 10Y | +162.1% | +154.0% | +8.1% | +71.2% |
| All | +10,726.6% | +2,669.2% | +8,057.4% | +3,420.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling