+152.6%
WAT vs A
+237.5%
-84.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | +0.5% |
| 7D | -0.7% | -2.1% | +1.3% | +0.9% |
| 30D | -1.0% | +0.6% | -1.6% | -1.6% |
| 3M | +10.9% | +10.9% | 0.0% | +1.6% |
| 6M | +33.2% | +28.2% | +5.0% | +7.9% |
| YTD | +6.1% | +8.6% | -2.5% | -1.9% |
| 1Y | +30.2% | +15.5% | +14.7% | +14.5% |
| 3Y | +52.9% | +31.8% | +21.1% | +22.7% |
| 5Y | -5.1% | -14.9% | +9.7% | +4.0% |
| 10Y | +152.6% | +237.8% | -85.2% | -0.5% |
| All | +152.6% | +237.5% | -84.8% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling