+150.5%
GOOGL vs WAT
+51.4%
+99.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -2.3% | -1.3% | -1.0% | -2.1% |
| 30D | -6.6% | +2.3% | -8.9% | -6.9% |
| 3M | -8.9% | +8.7% | -17.7% | -10.2% |
| 6M | +11.9% | +28.3% | -16.4% | +6.8% |
| YTD | +8.3% | +7.8% | +0.6% | +5.9% |
| 1Y | +46.2% | +36.6% | +9.6% | +37.6% |
| All | +150.5% | +51.4% | +99.1% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling