+1,772.5%
WAT vs A
+546.2%
+1,226.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | -1.1% | -0.1% | -1.0% | -1.0% |
| 30D | +5.0% | +3.4% | +1.6% | +3.7% |
| 3M | +14.5% | +23.8% | -9.3% | +5.3% |
| 6M | +30.9% | +49.0% | -18.1% | +11.6% |
| YTD | +20.5% | +29.4% | -8.9% | +8.9% |
| 1Y | +23.3% | +19.4% | +3.9% | +15.0% |
| 3Y | +81.5% | +66.2% | +15.3% | +52.3% |
| 5Y | +33.4% | +15.8% | +17.6% | +28.5% |
| 10Y | +231.5% | +326.1% | -94.6% | +109.9% |
| All | +1,772.5% | +546.2% | +1,226.3% | +788.1% |
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