-2.8%
ABNB vs WAT
+36.4%
-39.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | +11.9% | +3.4% | +8.5% | +10.6% |
| 30D | +12.7% | +9.6% | +3.1% | +8.7% |
| 3M | +1.2% | +15.5% | -14.3% | -4.4% |
| 6M | +32.1% | +33.9% | -1.8% | +17.7% |
| YTD | +37.7% | +25.2% | +12.5% | +24.5% |
| 1Y | +55.5% | +26.3% | +29.2% | +40.0% |
| 3Y | +58.2% | +85.8% | -27.6% | +9.5% |
| 5Y | -2.8% | +35.3% | -38.1% | -19.6% |
| All | -2.8% | +36.4% | -39.2% | -19.6% |
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