+12,353.6%
WAT vs BWA
+2,001.7%
+10,351.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | +0.7% | +1.7% | -1.0% | +0.2% |
| 30D | +9.0% | -14.6% | +23.6% | +14.1% |
| 3M | +13.5% | -26.2% | +39.7% | +23.8% |
| 6M | +35.3% | -18.4% | +53.7% | +42.0% |
| YTD | +24.0% | +14.7% | +9.3% | +15.5% |
| 1Y | +22.0% | +13.3% | +8.6% | +13.9% |
| 3Y | +84.0% | +64.7% | +19.3% | +51.6% |
| 5Y | +34.4% | +32.2% | +2.2% | +15.1% |
| 10Y | +231.4% | +96.8% | +134.6% | +133.2% |
| All | +12,353.6% | +2,001.7% | +10,351.8% | +4,285.8% |
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