+135.0%
GOOG vs WAT
-5.3%
+140.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -2.5% | -2.9% | +0.4% | -1.8% |
| 30D | -3.6% | -3.2% | -0.4% | -2.9% |
| 3M | -6.4% | +10.6% | -17.0% | -9.2% |
| 6M | +7.8% | +34.0% | -26.3% | -1.4% |
| YTD | +5.5% | +5.7% | -0.2% | +2.4% |
| 1Y | +38.3% | +37.1% | +1.2% | +24.2% |
| 3Y | +143.1% | +52.4% | +90.7% | +95.0% |
| 5Y | +135.0% | -4.4% | +139.4% | +122.9% |
| All | +135.0% | -5.3% | +140.3% | +122.9% |
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