+54.9%
WAT vs AAOX
-89.3%
+144.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -15.0% | +16.6% | +1.8% |
| 7D | -1.9% | -50.3% | +48.3% | -1.6% |
| 30D | +6.2% | -79.8% | +86.1% | +6.8% |
| 3M | +18.1% | -85.9% | +104.0% | +18.8% |
| 6M | +54.9% | -95.7% | +150.6% | +55.1% |
| All | +54.9% | -89.3% | +144.2% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 1y: compounded portfolio wealth divided by compounded AAOX 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…
1y analysis · Full analysis span regression · 6 months rolling