+1,752.2%
ALB vs WAT
+12,102.7%
-10,350.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +9.1% | -1.1% | +10.2% | +9.4% |
| 30D | -3.4% | +5.0% | -8.4% | -4.9% |
| 3M | -20.6% | +14.5% | -35.1% | -24.0% |
| 6M | -48.2% | +30.9% | -79.1% | -52.5% |
| YTD | -29.2% | +20.5% | -49.7% | -34.3% |
| 1Y | +10.0% | +23.3% | -13.3% | +1.3% |
| 3Y | -12.9% | +81.5% | -94.4% | -28.7% |
| 5Y | -61.3% | +33.4% | -94.7% | -65.6% |
| 10Y | +35.8% | +231.5% | -195.7% | -4.4% |
| All | +1,752.2% | +12,102.7% | -10,350.4% | +928.0% |
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 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