+16.0%
AA vs WAT
+32.9%
-17.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.5% |
| 7D | +0.9% | -1.9% | +2.9% | +1.3% |
| 30D | -6.4% | +6.2% | -12.7% | -7.5% |
| 3M | -13.0% | +18.1% | -31.0% | -15.5% |
| 6M | -34.6% | +54.9% | -89.5% | -38.4% |
| YTD | -23.0% | +23.1% | -46.1% | -24.9% |
| 1Y | +16.0% | +27.3% | -11.3% | +12.9% |
| All | +16.0% | +32.9% | -17.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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