+45.0%
AA vs WAT
+228.2%
-183.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | +1.2% | +3.4% | -2.2% | -0.5% |
| 30D | -5.0% | +9.6% | -14.6% | -9.8% |
| 3M | -22.2% | +15.5% | -37.7% | -28.4% |
| 6M | -36.3% | +33.9% | -70.2% | -46.3% |
| YTD | -24.2% | +25.2% | -49.4% | -35.2% |
| 1Y | +3.9% | +26.3% | -22.4% | -11.8% |
| 3Y | +67.6% | +85.8% | -18.2% | +4.8% |
| 5Y | -8.8% | +35.3% | -44.1% | -31.4% |
| 10Y | +45.0% | +231.8% | -186.8% | -40.1% |
| All | +45.0% | +228.2% | -183.2% | -40.1% |
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