+1,771.3%
WAT vs AGI
+4,227.8%
-2,456.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.3% | -1.7% |
| 7D | +2.0% | -7.5% | +9.5% | +2.3% |
| 30D | +7.7% | -9.9% | +17.6% | +8.1% |
| 3M | +11.1% | -14.2% | +25.2% | +11.7% |
| 6M | +31.2% | -35.2% | +66.4% | +33.3% |
| YTD | +21.7% | -25.2% | +46.9% | +22.5% |
| 1Y | +19.3% | -14.3% | +33.6% | +19.4% |
| 3Y | +80.6% | +127.7% | -47.1% | +72.6% |
| 5Y | +29.5% | +243.4% | -213.9% | +21.4% |
| 10Y | +225.3% | +384.1% | -158.9% | +195.1% |
| All | +1,771.3% | +4,227.8% | -2,456.6% | +1,579.7% |
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 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