+98.9%
GOOGL vs WAT
+36.4%
+62.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +2.6% | +3.4% | -0.8% | +1.7% |
| 30D | -18.3% | +9.6% | -27.9% | -20.3% |
| 3M | -19.6% | +15.5% | -35.0% | -22.7% |
| 6M | -28.2% | +33.9% | -62.1% | -34.0% |
| YTD | -8.0% | +25.2% | -33.2% | -14.7% |
| 1Y | -0.7% | +26.3% | -27.0% | -8.1% |
| 3Y | +118.8% | +85.8% | +33.0% | +65.1% |
| 5Y | +98.9% | +35.3% | +63.6% | +72.9% |
| All | +98.9% | +36.4% | +62.5% | +72.9% |
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