+40.6%
ALB vs WAT
+223.8%
-183.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.2% |
| 7D | -3.6% | +2.0% | -5.6% | -4.7% |
| 30D | -2.9% | +7.7% | -10.6% | -6.9% |
| 3M | -25.8% | +11.1% | -36.9% | -30.4% |
| 6M | -53.6% | +31.2% | -84.8% | -60.6% |
| YTD | -32.4% | +21.7% | -54.1% | -41.4% |
| 1Y | -13.0% | +19.3% | -32.4% | -23.9% |
| 3Y | -15.0% | +80.6% | -95.6% | -43.8% |
| 5Y | -63.5% | +29.5% | -93.0% | -71.4% |
| All | +40.6% | +223.8% | -183.2% | -28.7% |
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