+72.8%
AG vs WAT
-4.9%
+77.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -0.1% | -1.8% | +1.7% | +0.5% |
| 30D | +12.5% | -1.7% | +14.1% | +13.3% |
| 3M | +28.2% | +9.1% | +19.1% | +24.9% |
| 6M | -18.8% | +32.4% | -51.3% | -25.8% |
| YTD | +27.4% | +6.6% | +20.8% | +23.8% |
| 1Y | +132.2% | +34.7% | +97.5% | +106.8% |
| 3Y | +286.9% | +53.6% | +233.3% | +208.5% |
| 5Y | +72.8% | -4.1% | +76.9% | +43.3% |
| All | +72.8% | -4.9% | +77.7% | +43.3% |
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