+33.2%
WAT vs ALC
-9.1%
+42.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -2.0% |
| 7D | +0.6% | -1.1% | +1.7% | +1.1% |
| 30D | +5.4% | +16.0% | -10.6% | -2.7% |
| 3M | +11.3% | +0.8% | +10.5% | +10.3% |
| 6M | +37.4% | +16.8% | +20.6% | +25.3% |
| YTD | +21.2% | -5.5% | +26.7% | +22.8% |
| 1Y | +21.3% | -5.3% | +26.6% | +22.8% |
| 3Y | +83.4% | +4.1% | +79.3% | +72.8% |
| All | +33.2% | -9.1% | +42.3% | +33.2% |
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