+2,248.8%
ALB vs WAT
+10,816.8%
-8,568.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.1% |
| 7D | -8.1% | -1.3% | -6.8% | -7.7% |
| 30D | +6.3% | +2.3% | +3.9% | +5.5% |
| 3M | -23.6% | +8.7% | -32.3% | -25.7% |
| 6M | -24.6% | +28.3% | -52.9% | -30.9% |
| YTD | -10.3% | +7.8% | -18.0% | -13.7% |
| 1Y | +61.5% | +36.6% | +24.9% | +44.0% |
| 3Y | -34.0% | +45.7% | -79.7% | -42.2% |
| 5Y | -44.6% | -3.3% | -41.3% | -45.9% |
| 10Y | +76.1% | +162.1% | -86.0% | +32.1% |
| All | +2,248.8% | +10,816.8% | -8,568.0% | +1,251.1% |
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