+61.6%
AG vs WAT
+170.9%
-109.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.3% |
| 7D | -6.7% | -0.3% | -6.5% | -6.7% |
| 30D | +2.2% | -1.9% | +4.0% | +2.7% |
| 3M | +15.7% | +13.5% | +2.2% | +12.5% |
| 6M | -23.8% | +37.2% | -61.0% | -29.2% |
| YTD | +17.6% | +7.5% | +10.1% | +15.0% |
| 1Y | +88.6% | +35.0% | +53.6% | +74.0% |
| 3Y | +253.4% | +55.1% | +198.3% | +209.8% |
| 5Y | +62.4% | -2.8% | +65.3% | +50.8% |
| All | +61.6% | +170.9% | -109.3% | +34.1% |
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