+41.6%
AA vs WAT
+222.4%
-180.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.5% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | -0.6% | +5.4% | -6.0% | -3.5% |
| 3M | -19.7% | +11.3% | -31.0% | -24.5% |
| 6M | -41.6% | +37.4% | -79.0% | -51.3% |
| YTD | -24.6% | +21.2% | -45.8% | -34.4% |
| 1Y | +4.9% | +21.3% | -16.5% | -8.9% |
| 3Y | +66.8% | +83.4% | -16.5% | +4.8% |
| 5Y | -19.4% | +29.0% | -48.4% | -37.6% |
| All | +41.6% | +222.4% | -180.9% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling