+3,056.7%
ADBE vs WAT
+12,457.3%
-9,400.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -4.4% | +0.7% | -5.1% | -4.6% |
| 30D | -0.2% | +9.0% | -9.2% | -2.9% |
| 3M | -9.9% | +13.5% | -23.4% | -13.5% |
| 6M | -3.5% | +35.3% | -38.8% | -12.4% |
| YTD | -32.1% | +24.0% | -56.1% | -37.4% |
| 1Y | -28.7% | +22.0% | -50.6% | -34.0% |
| 3Y | -60.2% | +84.0% | -144.2% | -68.6% |
| 5Y | -63.1% | +34.4% | -97.4% | -68.0% |
| 10Y | +129.2% | +231.4% | -102.2% | +51.7% |
| All | +3,056.7% | +12,457.3% | -9,400.7% | +1,167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling