+138.0%
GOOGL vs WAT
-5.3%
+143.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | -4.4% | -1.0% | -3.5% | -4.3% |
| 3M | -6.8% | +10.9% | -17.7% | -9.6% |
| 6M | +13.6% | +33.2% | -19.6% | +4.0% |
| YTD | +8.3% | +6.1% | +2.2% | +5.0% |
| 1Y | +44.9% | +30.2% | +14.7% | +32.0% |
| 3Y | +150.5% | +52.9% | +97.6% | +100.8% |
| All | +138.0% | -5.3% | +143.3% | +125.0% |
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