+255.2%
AG vs WAT
+831.1%
-575.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -10.0% | +0.6% | -10.5% | -10.1% |
| 30D | -10.5% | +5.4% | -15.9% | -12.1% |
| 3M | -27.3% | +11.3% | -38.6% | -30.1% |
| 6M | -43.0% | +37.4% | -80.4% | -49.5% |
| YTD | -17.9% | +21.2% | -39.1% | -24.8% |
| 1Y | +11.9% | +21.3% | -9.4% | +2.3% |
| 3Y | +201.8% | +83.4% | +118.4% | +122.1% |
| 5Y | -0.1% | +29.0% | -29.0% | -17.0% |
| 10Y | +72.7% | +223.9% | -151.2% | -16.6% |
| All | +255.2% | +831.1% | -575.9% | -30.0% |
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