+27.3%
WAT vs AFL
+18.6%
+8.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | -1.9% | +2.9% | -4.9% | -2.1% |
| 30D | +6.2% | +11.5% | -5.3% | +5.5% |
| 3M | +18.1% | +0.6% | +17.4% | +18.1% |
| 6M | +54.9% | +11.7% | +43.2% | +50.6% |
| YTD | +23.1% | +15.4% | +7.7% | +20.7% |
| 1Y | +27.3% | +17.6% | +9.7% | +24.5% |
| All | +27.3% | +18.6% | +8.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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