+138.4%
AA vs WAT
+10,816.8%
-10,678.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -0.7% | -1.3% | +0.6% | -0.3% |
| 30D | +5.0% | +2.3% | +2.6% | +4.2% |
| 3M | -35.8% | +8.7% | -44.6% | -37.6% |
| 6M | -18.4% | +28.3% | -46.7% | -25.7% |
| YTD | -5.5% | +7.8% | -13.3% | -9.3% |
| 1Y | +61.0% | +36.6% | +24.4% | +41.9% |
| 3Y | +66.2% | +45.7% | +20.5% | +41.2% |
| 5Y | +11.4% | -3.3% | +14.7% | +7.6% |
| 10Y | +116.9% | +162.1% | -45.2% | +54.5% |
| All | +138.4% | +10,816.8% | -10,678.4% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling