+32.2%
WAT vs ALLE
+42.1%
-10.0%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.4% |
| 7D | -5.6% | 0.0% | -5.7% | -5.6% |
| 30D | +3.8% | +20.6% | -16.8% | -1.2% |
| 3M | +13.3% | +11.4% | +1.9% | +10.7% |
| 6M | +32.2% | +42.5% | -10.4% | +19.0% |
| All | +32.2% | +42.1% | -10.0% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling