+136.4%
ADI vs WAT
+36.4%
+100.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -6.3% | +3.4% | -9.7% | -7.4% |
| 30D | -3.2% | +9.6% | -12.8% | -6.5% |
| 3M | +2.8% | +15.5% | -12.7% | -3.0% |
| 6M | -5.0% | +33.9% | -38.9% | -15.9% |
| YTD | +46.3% | +25.2% | +21.1% | +31.5% |
| 1Y | +71.6% | +26.3% | +45.4% | +53.7% |
| 3Y | +139.2% | +85.8% | +53.4% | +71.7% |
| 5Y | +136.4% | +35.3% | +101.1% | +94.2% |
| All | +136.4% | +36.4% | +100.0% | +94.2% |
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