+780.7%
GOOG vs WAT
+170.9%
+609.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.1% | +1.0% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -2.0% | -1.9% | -0.1% | -1.4% |
| 3M | -5.9% | +13.5% | -19.4% | -10.2% |
| 6M | +8.9% | +37.2% | -28.3% | -3.6% |
| YTD | +7.1% | +7.5% | -0.4% | +2.5% |
| 1Y | +39.7% | +35.0% | +4.7% | +22.6% |
| 3Y | +145.8% | +55.1% | +90.8% | +90.3% |
| 5Y | +138.6% | -2.8% | +141.4% | +123.3% |
| All | +780.7% | +170.9% | +609.7% | +405.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling