+42.3%
WAT vs AHR
+394.2%
-352.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.4% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +5.4% | +10.2% | -4.8% | +5.1% |
| 3M | +11.3% | +8.3% | +3.0% | +11.0% |
| 6M | +37.4% | +13.0% | +24.4% | +36.6% |
| YTD | +21.2% | +24.6% | -3.5% | +19.6% |
| 1Y | +21.3% | +22.2% | -0.9% | +19.9% |
| All | +42.3% | +394.2% | -352.0% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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