+1,749.8%
ALB vs WAT
+12,612.0%
-10,862.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -1.4% |
| 7D | +9.5% | +6.0% | +3.4% | +7.4% |
| 30D | -2.1% | +9.9% | -12.0% | -5.0% |
| 3M | -24.1% | +17.2% | -41.3% | -27.9% |
| 6M | -51.0% | +34.2% | -85.2% | -55.5% |
| YTD | -29.3% | +25.5% | -54.8% | -35.2% |
| 1Y | +3.2% | +28.3% | -25.1% | -6.1% |
| 3Y | -9.3% | +88.4% | -97.7% | -26.6% |
| 5Y | -61.6% | +36.1% | -97.8% | -66.1% |
| 10Y | +40.8% | +234.8% | -194.0% | -1.4% |
| All | +1,749.8% | +12,612.0% | -10,862.2% | +913.7% |
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 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