+64.1%
WAT vs ALC
+24.0%
+40.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.1% |
| 7D | -1.3% | -2.1% | +0.8% | -0.2% |
| 30D | +2.3% | -0.1% | +2.4% | +2.3% |
| 3M | +8.7% | +5.9% | +2.9% | +5.3% |
| 6M | +28.3% | -15.9% | +44.2% | +38.7% |
| YTD | +7.8% | -10.1% | +17.9% | +12.3% |
| 1Y | +36.6% | -10.2% | +46.8% | +42.3% |
| 3Y | +45.7% | -13.6% | +59.2% | +52.6% |
| 5Y | -3.3% | -15.1% | +11.8% | 0.0% |
| All | +64.1% | +24.0% | +40.1% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling