-14.8%
AA vs WAT
+32.4%
-47.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.5% |
| 7D | +0.9% | -1.1% | +2.0% | +1.4% |
| 30D | -6.7% | +5.0% | -11.6% | -8.9% |
| 3M | -16.3% | +14.5% | -30.8% | -21.6% |
| 6M | -37.1% | +30.9% | -68.0% | -44.8% |
| YTD | -25.0% | +20.5% | -45.5% | -32.7% |
| 1Y | +8.6% | +23.3% | -14.7% | -3.9% |
| 3Y | +57.2% | +81.5% | -24.2% | +5.1% |
| All | -14.8% | +32.4% | -47.2% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling