+85.3%
WAT vs ALC
+26.4%
+59.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.4% |
| 7D | +2.0% | -6.2% | +8.2% | +5.2% |
| 30D | +7.7% | +14.0% | -6.3% | +0.6% |
| 3M | +11.1% | -2.4% | +13.4% | +11.9% |
| 6M | +31.2% | +12.6% | +18.6% | +22.5% |
| YTD | +21.7% | -8.4% | +30.1% | +25.1% |
| 1Y | +19.3% | -9.1% | +28.5% | +23.1% |
| 3Y | +80.6% | -0.3% | +80.9% | +75.5% |
| 5Y | +29.5% | -9.9% | +39.4% | +30.0% |
| All | +85.3% | +26.4% | +59.0% | +49.0% |
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