+26.3%
WAT vs ALLE
+14.8%
+11.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +9.6% | +25.9% | -16.3% | +2.5% |
| 3M | +15.5% | +14.9% | +0.6% | +11.1% |
| 6M | +33.9% | +42.1% | -8.2% | +20.3% |
| YTD | +25.2% | +20.4% | +4.8% | +15.4% |
| 1Y | +26.3% | +14.9% | +11.4% | +21.4% |
| All | +26.3% | +14.8% | +11.4% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling