+445.6%
AG vs WAT
+728.2%
-282.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | +1.0% | -1.3% | +2.3% | +1.6% |
| 30D | +19.2% | +2.3% | +16.8% | +18.4% |
| 3M | +6.2% | +8.7% | -2.6% | +3.1% |
| 6M | -26.7% | +28.3% | -55.0% | -33.8% |
| YTD | +26.1% | +7.8% | +18.3% | +20.9% |
| 1Y | +131.7% | +36.6% | +95.1% | +100.7% |
| 3Y | +255.3% | +45.7% | +209.7% | +186.6% |
| 5Y | +61.9% | -3.3% | +65.3% | +50.8% |
| 10Y | +72.0% | +162.1% | -90.1% | -9.2% |
| All | +445.6% | +728.2% | -282.6% | +12.6% |
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 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