+23.4%
REGN vs WAT
-3.5%
+26.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -2.0% | -1.9% | -0.1% | -1.5% |
| 3M | +28.0% | +13.5% | +14.4% | +23.9% |
| 6M | +1.2% | +37.2% | -36.1% | -7.3% |
| YTD | +1.6% | +7.5% | -5.9% | -1.2% |
| 1Y | +38.2% | +35.0% | +3.2% | +26.2% |
| 3Y | -5.4% | +55.1% | -60.4% | -17.5% |
| All | +23.4% | -3.5% | +26.8% | +21.7% |
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