+352.0%
WAT vs ALLE
+327.3%
+24.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | +5.0% | +25.3% | -20.4% | -6.6% |
| 3M | +14.5% | +10.3% | +4.2% | +8.4% |
| 6M | +30.9% | +38.0% | -7.1% | +10.2% |
| YTD | +20.5% | +17.8% | +2.7% | +9.0% |
| 1Y | +23.3% | +13.6% | +9.7% | +13.5% |
| 3Y | +81.5% | +89.2% | -7.7% | +28.5% |
| 5Y | +33.4% | +51.1% | -17.7% | +3.4% |
| 10Y | +231.5% | +228.1% | +3.4% | +68.5% |
| All | +352.0% | +327.3% | +24.6% | +100.0% |
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 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