+304.3%
WAT vs ALLE
+260.9%
+43.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +2.3% | -6.8% | +9.1% | +6.0% |
| 3M | +8.7% | +21.0% | -12.3% | -1.6% |
| 6M | +28.3% | +1.1% | +27.2% | +26.5% |
| YTD | +7.8% | -0.5% | +8.3% | +6.6% |
| 1Y | +36.6% | -7.3% | +43.9% | +39.9% |
| 3Y | +45.7% | +42.3% | +3.4% | +19.5% |
| 5Y | -3.3% | +13.5% | -16.8% | -13.5% |
| 10Y | +162.1% | +144.0% | +18.1% | +55.1% |
| All | +304.3% | +260.9% | +43.5% | +95.8% |
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