+3,615.7%
ALNY vs WAT
+774.4%
+2,841.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.5% |
| 7D | +5.7% | -0.7% | +6.4% | +6.1% |
| 30D | +18.7% | -1.0% | +19.6% | +19.3% |
| 3M | -11.0% | +10.9% | -21.9% | -15.3% |
| 6M | -18.9% | +33.2% | -52.1% | -29.9% |
| YTD | -34.6% | +6.1% | -40.7% | -37.6% |
| 1Y | -42.8% | +30.2% | -73.1% | -50.9% |
| 3Y | +29.1% | +52.9% | -23.7% | -2.7% |
| 5Y | +39.6% | -5.1% | +44.7% | +29.3% |
| 10Y | +253.8% | +152.6% | +101.2% | +85.8% |
| All | +3,615.7% | +774.4% | +2,841.3% | +1,033.5% |
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