+236.1%
ALNY vs WAT
+170.9%
+65.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.2% |
| 7D | -6.5% | -0.3% | -6.3% | -6.5% |
| 30D | +11.0% | -1.9% | +12.9% | +11.9% |
| 3M | -14.1% | +13.5% | -27.6% | -18.2% |
| 6M | -22.4% | +37.2% | -59.6% | -31.8% |
| YTD | -37.5% | +7.5% | -45.0% | -40.0% |
| 1Y | -46.9% | +35.0% | -81.9% | -53.7% |
| 3Y | +22.1% | +55.1% | -33.0% | -3.9% |
| 5Y | +31.2% | -2.8% | +34.0% | +23.8% |
| All | +236.1% | +170.9% | +65.2% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling