+13,193.3%
GOOGL vs WAT
+859.3%
+12,334.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -1.9% | -1.8% | -0.1% | -1.2% |
| 30D | -7.5% | -1.7% | -5.8% | -7.0% |
| 3M | -9.2% | +9.1% | -18.2% | -12.3% |
| 6M | +8.1% | +32.4% | -24.4% | -3.4% |
| YTD | +5.8% | +6.6% | -0.7% | +1.4% |
| 1Y | +38.3% | +34.7% | +3.6% | +21.3% |
| 3Y | +144.8% | +53.6% | +91.2% | +93.5% |
| 5Y | +132.5% | -4.1% | +136.6% | +116.9% |
| 10Y | +746.7% | +167.9% | +578.8% | +418.1% |
| All | +13,193.3% | +859.3% | +12,334.0% | +5,007.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling