+61.5%
WAT vs ALC
+21.6%
+40.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.6% |
| 7D | -0.7% | -3.7% | +2.9% | +1.1% |
| 30D | -1.0% | -3.7% | +2.8% | +0.9% |
| 3M | +10.9% | +4.6% | +6.3% | +8.0% |
| 6M | +33.2% | -14.6% | +47.8% | +42.7% |
| YTD | +6.1% | -11.9% | +17.9% | +11.6% |
| 1Y | +30.2% | -13.1% | +43.4% | +37.9% |
| 3Y | +52.9% | -15.0% | +67.9% | +61.5% |
| 5Y | -5.1% | -16.2% | +11.1% | -1.2% |
| All | +61.5% | +21.6% | +40.0% | +33.0% |
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