+69.8%
AG vs WAT
+223.8%
-154.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.4% | -4.8% |
| 7D | -6.0% | +2.0% | -8.1% | -6.5% |
| 30D | -14.3% | +7.7% | -22.0% | -15.8% |
| 3M | -26.9% | +11.1% | -38.0% | -28.7% |
| 6M | -42.1% | +31.2% | -73.3% | -45.7% |
| YTD | -15.9% | +21.7% | -37.5% | -20.3% |
| 1Y | +11.5% | +19.3% | -7.8% | +6.0% |
| 3Y | +208.0% | +80.6% | +127.4% | +158.6% |
| 5Y | +2.4% | +29.5% | -27.1% | -9.5% |
| All | +69.8% | +223.8% | -154.0% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling