+23.4%
WAT vs ADVB
-97.4%
+120.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.6% | +4.1% |
| 7D | +6.0% | -1.2% | +7.2% | +6.1% |
| 30D | +9.9% | -61.4% | +71.3% | +10.8% |
| 3M | +17.2% | -67.8% | +85.0% | +18.1% |
| 6M | +34.2% | -66.9% | +101.1% | +33.9% |
| YTD | +25.5% | -64.9% | +90.4% | +25.0% |
| 1Y | +28.3% | -74.8% | +103.0% | +28.5% |
| All | +23.4% | -97.4% | +120.8% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling