+161.8%
WAT vs AGI
+388.9%
-227.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.6% |
| 7D | -2.9% | -5.3% | +2.4% | -2.6% |
| 30D | -3.2% | +6.8% | -10.0% | -3.5% |
| 3M | +10.6% | +8.3% | +2.3% | +10.0% |
| 6M | +34.0% | -29.2% | +63.3% | +35.6% |
| YTD | +5.7% | -7.3% | +13.0% | +5.6% |
| 1Y | +37.1% | +8.0% | +29.0% | +35.8% |
| 3Y | +52.4% | +206.6% | -154.2% | +43.4% |
| 5Y | -4.4% | +398.1% | -402.6% | -11.0% |
| All | +161.8% | +388.9% | -227.2% | +146.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling