+53.7%
WAT vs AFL
+62.8%
-9.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -1.8% | -2.1% | +0.3% | -1.1% |
| 30D | -1.7% | -5.4% | +3.7% | 0.0% |
| 3M | +9.1% | -0.3% | +9.3% | +8.6% |
| 6M | +32.4% | +5.2% | +27.2% | +28.7% |
| YTD | +6.6% | +5.7% | +0.9% | +3.7% |
| 1Y | +34.7% | +10.2% | +24.5% | +28.6% |
| All | +53.7% | +62.8% | -9.0% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling