+6,941.0%
ADI vs WAT
+10,816.8%
-3,875.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | +0.4% | -1.3% | +1.7% | +0.9% |
| 30D | -3.8% | +2.3% | -6.1% | -4.6% |
| 3M | -15.3% | +8.7% | -24.0% | -17.8% |
| 6M | +6.7% | +28.3% | -21.6% | -3.4% |
| YTD | +34.8% | +7.8% | +27.0% | +29.0% |
| 1Y | +49.0% | +36.6% | +12.4% | +30.5% |
| 3Y | +108.1% | +45.7% | +62.4% | +74.0% |
| 5Y | +142.4% | -3.3% | +145.7% | +131.1% |
| 10Y | +589.9% | +162.1% | +427.8% | +358.9% |
| All | +6,941.0% | +10,816.8% | -3,875.8% | +1,914.5% |
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