+267.2%
ALAB vs WAT
+32.8%
+234.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.5% | -0.6% |
| 7D | +26.9% | +2.0% | +24.9% | +26.1% |
| 30D | -30.0% | +7.7% | -37.7% | -31.2% |
| 3M | -28.5% | +11.1% | -39.6% | -30.5% |
| 6M | +11.4% | +31.2% | -19.8% | +2.5% |
| YTD | +36.9% | +21.7% | +15.2% | +26.7% |
| 1Y | +44.4% | +19.3% | +25.0% | +34.5% |
| All | +267.2% | +32.8% | +234.4% | +207.5% |
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