+91.1%
WAT vs ALC
+32.2%
+59.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +6.0% | +2.1% | +4.0% | +4.9% |
| 30D | +9.9% | +17.2% | -7.3% | +1.3% |
| 3M | +17.2% | +4.6% | +12.5% | +14.0% |
| 6M | +34.2% | +20.1% | +14.1% | +21.4% |
| YTD | +25.5% | -4.2% | +29.7% | +26.2% |
| 1Y | +28.3% | +2.1% | +26.2% | +24.8% |
| 3Y | +88.4% | +4.5% | +83.9% | +79.0% |
| 5Y | +36.1% | -12.3% | +48.5% | +38.0% |
| All | +91.1% | +32.2% | +59.0% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling