+3,129.5%
ADBE vs WAT
+12,173.3%
-9,043.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +1.0% | +5.4% | -4.4% | -0.8% |
| 3M | -10.1% | +11.3% | -21.4% | -13.2% |
| 6M | +3.0% | +37.4% | -34.4% | -7.0% |
| YTD | -30.5% | +21.2% | -51.7% | -35.5% |
| 1Y | -27.1% | +21.3% | -48.5% | -32.5% |
| 3Y | -58.8% | +83.4% | -142.2% | -67.4% |
| 5Y | -63.0% | +29.0% | -92.0% | -67.6% |
| 10Y | +134.5% | +223.9% | -89.5% | +56.3% |
| All | +3,129.5% | +12,173.3% | -9,043.9% | +1,205.8% |
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 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