+347.5%
WAT vs ALLE
+331.3%
+16.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -1.7% |
| 7D | -5.6% | 0.0% | -5.7% | -5.7% |
| 30D | +3.8% | +20.6% | -16.8% | -5.9% |
| 3M | +13.3% | +11.4% | +1.9% | +6.7% |
| 6M | +32.2% | +42.5% | -10.4% | +9.5% |
| YTD | +19.3% | +18.9% | +0.4% | +7.4% |
| 1Y | +21.8% | +14.2% | +7.6% | +11.9% |
| 3Y | +73.9% | +90.7% | -16.8% | +22.7% |
| 5Y | +32.1% | +52.5% | -20.4% | +1.9% |
| 10Y | +228.2% | +231.2% | -3.0% | +66.1% |
| All | +347.5% | +331.3% | +16.2% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling