+33.2%
ALNY vs WAT
-5.1%
+38.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -6.4% | -2.9% | -3.5% | -5.5% |
| 30D | +11.9% | -3.2% | +15.1% | +13.1% |
| 3M | -15.0% | +10.6% | -25.6% | -17.8% |
| 6M | -23.2% | +34.0% | -57.3% | -30.6% |
| YTD | -37.8% | +5.7% | -43.5% | -39.4% |
| 1Y | -47.3% | +37.1% | -84.3% | -53.3% |
| 3Y | +22.9% | +52.4% | -29.5% | +1.3% |
| All | +33.2% | -5.1% | +38.3% | +16.9% |
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