-17.4%
ALB vs WAT
+20.2%
-37.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -5.8% | +0.6% | -6.3% | -5.8% |
| 30D | -4.5% | +5.4% | -9.9% | -5.2% |
| 3M | -28.1% | +11.3% | -39.4% | -29.2% |
| 6M | -53.2% | +37.4% | -90.6% | -55.1% |
| YTD | -33.3% | +21.2% | -54.5% | -33.0% |
| 1Y | -17.4% | +21.3% | -38.8% | -17.0% |
| All | -17.4% | +20.2% | -37.6% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling