+36.6%
WAT vs AFL
+11.7%
+24.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -1.3% | +0.6% | -1.9% | -1.3% |
| 30D | +2.3% | -6.2% | +8.5% | +2.8% |
| 3M | +8.7% | +2.2% | +6.6% | +7.7% |
| 6M | +28.3% | +5.3% | +23.0% | +25.0% |
| YTD | +7.8% | +8.0% | -0.2% | +6.5% |
| 1Y | +36.6% | +10.2% | +26.4% | +35.6% |
| All | +36.6% | +11.7% | +24.9% | +35.6% |
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