-43.9%
ALB vs WAT
-3.2%
-40.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | -8.1% | -1.3% | -6.8% | -7.5% |
| 30D | +6.3% | +2.3% | +3.9% | +5.0% |
| 3M | -23.6% | +8.7% | -32.3% | -27.1% |
| 6M | -24.6% | +28.3% | -52.9% | -35.1% |
| YTD | -10.3% | +7.8% | -18.0% | -15.7% |
| 1Y | +61.5% | +36.6% | +24.9% | +31.0% |
| 3Y | -34.0% | +45.7% | -79.7% | -49.8% |
| All | -43.9% | -3.2% | -40.6% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling