+109.8%
AAPL vs WAT
-4.9%
+114.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -3.0% | -1.8% | -1.2% | -2.5% |
| 30D | +2.3% | -1.7% | +4.0% | +2.7% |
| 3M | +8.6% | +9.1% | -0.4% | +5.8% |
| 6M | +21.6% | +32.4% | -10.9% | +11.1% |
| YTD | +16.3% | +6.6% | +9.7% | +12.8% |
| 1Y | +35.1% | +34.7% | +0.4% | +21.3% |
| 3Y | +79.4% | +53.6% | +25.8% | +46.5% |
| 5Y | +109.8% | -4.1% | +113.9% | +94.1% |
| All | +109.8% | -4.9% | +114.7% | +94.1% |
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 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