+30.8%
WAT vs ALC
-11.2%
+42.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.0% |
| 7D | -1.1% | +4.9% | -6.0% | -3.7% |
| 30D | +5.0% | +19.0% | -14.0% | -4.2% |
| 3M | +14.5% | +7.8% | +6.7% | +9.7% |
| 6M | +30.9% | +14.6% | +16.3% | +20.8% |
| YTD | +20.5% | -4.4% | +24.9% | +21.5% |
| 1Y | +23.3% | +1.4% | +21.9% | +20.2% |
| 3Y | +81.5% | +2.5% | +79.0% | +73.0% |
| All | +30.8% | -11.2% | +42.0% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling