+19.1%
WAT vs ADVB
-96.8%
+116.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -23.6% | +23.1% | -0.2% |
| 7D | +0.6% | +27.8% | -27.2% | +0.2% |
| 30D | +5.4% | -50.8% | +56.2% | +5.9% |
| 3M | +11.3% | -70.5% | +81.8% | +12.2% |
| 6M | +37.4% | -46.7% | +84.2% | +35.9% |
| YTD | +21.2% | -56.7% | +77.9% | +20.3% |
| 1Y | +21.3% | -71.8% | +93.1% | +21.4% |
| All | +19.1% | -96.8% | +116.0% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling