+83.5%
WAT vs ALC
+31.8%
+51.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +2.0% |
| 7D | -1.1% | +4.9% | -6.0% | -3.6% |
| 30D | +5.0% | +19.0% | -14.0% | -4.0% |
| 3M | +14.5% | +7.8% | +6.7% | +9.8% |
| 6M | +30.9% | +14.6% | +16.3% | +21.2% |
| YTD | +20.5% | -4.4% | +24.9% | +21.3% |
| 1Y | +23.3% | +1.4% | +21.9% | +20.4% |
| 3Y | +81.5% | +2.5% | +79.0% | +74.1% |
| 5Y | +33.4% | -10.9% | +44.3% | +34.2% |
| All | +83.5% | +31.8% | +51.7% | +44.5% |
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