+229.7%
WAT vs ALLE
+208.6%
+21.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +2.0% | +1.6% | +0.4% | +1.3% |
| 30D | +7.7% | +24.1% | -16.4% | -3.6% |
| 3M | +11.1% | +14.8% | -3.8% | +3.1% |
| 6M | +31.2% | +45.9% | -14.6% | +7.5% |
| YTD | +21.7% | +20.7% | +0.9% | +8.8% |
| 1Y | +19.3% | +14.2% | +5.1% | +9.7% |
| 3Y | +80.6% | +90.7% | -10.1% | +27.3% |
| 5Y | +29.5% | +50.6% | -21.0% | +0.2% |
| All | +229.7% | +208.6% | +21.1% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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