-4.1%
WAT vs AGI
+392.7%
-396.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -1.8% | +2.2% | -4.0% | -2.1% |
| 30D | -1.7% | +11.3% | -13.0% | -3.0% |
| 3M | +9.1% | +5.6% | +3.4% | +7.9% |
| 6M | +32.4% | -27.7% | +60.1% | +36.6% |
| YTD | +6.6% | -4.1% | +10.7% | +5.4% |
| 1Y | +34.7% | +13.8% | +20.9% | +29.2% |
| 3Y | +53.6% | +217.0% | -163.5% | +18.8% |
| 5Y | -4.1% | +404.3% | -408.4% | -31.0% |
| All | -4.1% | +392.7% | -396.7% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling