+81.7%
AA vs WAT
+50.1%
+31.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | +5.0% | +2.3% | +2.6% | +4.1% |
| 3M | -35.8% | +8.7% | -44.6% | -37.8% |
| 6M | -18.4% | +28.3% | -46.7% | -26.3% |
| YTD | -5.5% | +7.8% | -13.3% | -9.1% |
| 1Y | +61.0% | +36.6% | +24.4% | +38.1% |
| All | +81.7% | +50.1% | +31.6% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling