+1,557.4%
WAT vs AGI
+5,459.2%
-3,901.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -1.3% | +0.6% | -1.9% | -1.3% |
| 30D | +2.3% | +18.2% | -15.9% | +1.6% |
| 3M | +8.7% | -4.1% | +12.9% | +8.8% |
| 6M | +28.3% | -28.7% | +57.0% | +29.8% |
| YTD | +7.8% | -4.0% | +11.8% | +7.5% |
| 1Y | +36.6% | +17.4% | +19.2% | +34.9% |
| 3Y | +45.7% | +203.0% | -157.3% | +37.7% |
| 5Y | -3.3% | +376.7% | -380.0% | -10.5% |
| 10Y | +162.1% | +407.5% | -245.4% | +136.9% |
| All | +1,557.4% | +5,459.2% | -3,901.8% | +1,373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling