+88.4%
WAT vs ALLE
+93.1%
-4.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +2.9% |
| 7D | +6.0% | -0.6% | +6.7% | +6.4% |
| 30D | +9.9% | +26.6% | -16.7% | -2.3% |
| 3M | +17.2% | +13.2% | +4.0% | +10.1% |
| 6M | +34.2% | +42.9% | -8.6% | +11.2% |
| YTD | +25.5% | +21.0% | +4.5% | +12.6% |
| 1Y | +28.3% | +15.2% | +13.1% | +18.7% |
| 3Y | +88.4% | +95.6% | -7.2% | +34.9% |
| All | +88.4% | +93.1% | -4.7% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling