+1,254.4%
AAPL vs WAT
+166.5%
+1,087.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.3% | +3.8% |
| 7D | -0.5% | -2.9% | +2.4% | +0.5% |
| 30D | +7.1% | -3.2% | +10.3% | +8.2% |
| 3M | +12.1% | +10.6% | +1.5% | +7.8% |
| 6M | +25.4% | +34.0% | -8.6% | +11.4% |
| YTD | +20.5% | +5.7% | +14.7% | +15.9% |
| 1Y | +44.5% | +37.1% | +7.5% | +25.3% |
| 3Y | +85.8% | +52.4% | +33.4% | +45.4% |
| 5Y | +124.8% | -4.4% | +129.2% | +112.3% |
| All | +1,254.4% | +166.5% | +1,087.9% | +702.7% |
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