+1,575.2%
WAT vs A
+457.0%
+1,118.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -1.3% | -1.9% | +0.7% | -0.5% |
| 30D | +2.3% | +6.9% | -4.6% | -0.3% |
| 3M | +8.7% | +9.2% | -0.5% | +5.0% |
| 6M | +28.3% | +25.7% | +2.6% | +17.3% |
| YTD | +7.8% | +11.5% | -3.8% | +3.2% |
| 1Y | +36.6% | +18.4% | +18.2% | +28.1% |
| 3Y | +45.7% | +26.6% | +19.1% | +35.6% |
| 5Y | -3.3% | -12.8% | +9.5% | +3.4% |
| 10Y | +162.1% | +247.2% | -85.1% | +79.2% |
| All | +1,575.2% | +457.0% | +1,118.2% | +742.1% |
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