+27.3%
WAT vs AGI
-1.1%
+28.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.8% | -9.1% | +0.9% |
| 7D | -1.9% | -5.3% | +3.3% | -1.7% |
| 30D | +6.2% | -7.1% | +13.4% | +6.6% |
| 3M | +18.1% | +4.4% | +13.6% | +17.9% |
| 6M | +54.9% | -23.0% | +77.9% | +56.8% |
| YTD | +23.1% | -22.0% | +45.1% | +25.0% |
| 1Y | +27.3% | +0.3% | +27.0% | +27.2% |
| All | +27.3% | -1.1% | +28.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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