+12,001.8%
WAT vs BWA
+1,901.3%
+10,100.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.2% |
| 7D | -1.1% | -5.5% | +4.4% | +0.6% |
| 30D | +5.0% | -21.7% | +26.7% | +12.9% |
| 3M | +14.5% | -25.6% | +40.1% | +24.6% |
| 6M | +30.9% | -17.4% | +48.3% | +36.8% |
| YTD | +20.5% | +9.2% | +11.3% | +13.9% |
| 1Y | +23.3% | +9.7% | +13.5% | +16.3% |
| 3Y | +81.5% | +54.6% | +26.8% | +52.4% |
| 5Y | +33.4% | +26.8% | +6.6% | +15.7% |
| 10Y | +231.5% | +89.0% | +142.5% | +136.0% |
| All | +12,001.8% | +1,901.3% | +10,100.6% | +4,226.2% |
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