+37.4%
WAT vs AHR
+13.9%
+23.5%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +5.4% |
| 3M | +11.3% | +8.3% | +3.0% | +11.4% |
| 6M | +37.4% | +13.0% | +24.4% | +36.3% |
| All | +37.4% | +13.9% | +23.5% | +36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling