+1,845.9%
WAT vs A
+557.8%
+1,288.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.3% |
| 7D | +3.4% | +1.4% | +2.0% | +2.9% |
| 30D | +9.6% | +4.3% | +5.3% | +7.9% |
| 3M | +15.5% | +19.8% | -4.3% | +7.6% |
| 6M | +33.9% | +54.4% | -20.5% | +12.6% |
| YTD | +25.2% | +31.7% | -6.5% | +12.4% |
| 1Y | +26.3% | +22.4% | +3.8% | +16.6% |
| 3Y | +85.8% | +67.7% | +18.1% | +55.3% |
| 5Y | +35.3% | +15.7% | +19.5% | +30.3% |
| 10Y | +231.8% | +308.7% | -76.9% | +112.5% |
| All | +1,845.9% | +557.8% | +1,288.1% | +816.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling