+11.0%
ABNB vs WAT
-2.9%
+13.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -4.0% | -1.3% | -2.7% | -3.5% |
| 30D | +19.3% | +2.3% | +17.0% | +18.3% |
| 3M | +36.1% | +8.7% | +27.3% | +31.6% |
| 6M | +34.2% | +28.3% | +5.9% | +21.2% |
| YTD | +34.1% | +7.8% | +26.3% | +28.5% |
| 1Y | +45.1% | +36.6% | +8.5% | +25.9% |
| 3Y | +37.1% | +45.7% | -8.6% | +6.8% |
| All | +11.0% | -2.9% | +13.9% | +9.7% |
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 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