-61.5%
ADBE vs WAT
-4.9%
-56.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -8.9% | -1.8% | -7.1% | -8.3% |
| 30D | -6.6% | -1.7% | -4.9% | -6.1% |
| 3M | +7.1% | +9.1% | -1.9% | +3.7% |
| 6M | -9.8% | +32.4% | -42.2% | -18.9% |
| YTD | -27.2% | +6.6% | -33.8% | -29.7% |
| 1Y | -28.0% | +34.7% | -62.7% | -36.8% |
| 3Y | -54.5% | +53.6% | -108.1% | -65.3% |
| 5Y | -61.5% | -4.1% | -57.4% | -61.8% |
| All | -61.5% | -4.9% | -56.6% | -61.8% |
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