+19.3%
WAT vs ADVB
-61.6%
+80.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +42.7% | -44.5% | -2.1% |
| 7D | +2.0% | +74.2% | -72.2% | +1.6% |
| 30D | +7.7% | -35.9% | +43.5% | +7.7% |
| 3M | +11.1% | -56.4% | +67.5% | +11.2% |
| 6M | +31.2% | -36.7% | +67.9% | +29.9% |
| YTD | +21.7% | -43.3% | +65.0% | +22.3% |
| 1Y | +19.3% | -63.4% | +82.7% | +22.1% |
| All | +19.3% | -61.6% | +80.9% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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