+88.6%
AG vs WAT
+38.4%
+50.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.6% |
| 3M | +15.7% | +13.5% | +2.2% | +13.5% |
| 6M | -23.8% | +37.2% | -61.0% | -25.4% |
| YTD | +17.6% | +7.5% | +10.1% | +13.1% |
| 1Y | +88.6% | +35.0% | +53.6% | +80.6% |
| All | +88.6% | +38.4% | +50.3% | +80.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling