+26.6%
WAT vs ADVB
-74.4%
+101.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.6% | +4.1% |
| 7D | +6.0% | -1.2% | +7.2% | +6.0% |
| 30D | +9.9% | -61.4% | +71.3% | +10.3% |
| 3M | +17.2% | -67.8% | +85.0% | +17.6% |
| 6M | +34.2% | -66.9% | +101.1% | +33.7% |
| YTD | +25.5% | -64.9% | +90.4% | +26.5% |
| All | +26.6% | -74.4% | +101.0% | +29.6% |
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