+17.3%
WAT vs ADVB
-97.6%
+114.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.5% | +6.4% | -3.0% |
| 7D | -5.6% | -28.0% | +22.4% | -5.3% |
| 30D | +3.8% | -70.2% | +74.0% | +4.9% |
| 3M | +13.3% | -76.1% | +89.3% | +14.5% |
| 6M | +32.2% | -72.3% | +104.5% | +32.2% |
| YTD | +19.3% | -67.5% | +86.8% | +18.9% |
| 1Y | +21.8% | -78.6% | +100.4% | +22.4% |
| All | +17.3% | -97.6% | +114.9% | +36.6% |
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