+152.6%
WAT vs ALM
+3,219.4%
-3,066.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.4% | -1.8% |
| 7D | -0.7% | +8.4% | -9.1% | -1.0% |
| 30D | -1.0% | +34.8% | -35.8% | -1.9% |
| 3M | +10.9% | +16.2% | -5.3% | +10.0% |
| 6M | +33.2% | +2.1% | +31.0% | +32.3% |
| YTD | +6.1% | +117.0% | -110.9% | +2.9% |
| 1Y | +30.2% | +313.9% | -283.6% | +23.6% |
| 3Y | +52.9% | +2,327.9% | -2,275.1% | +37.6% |
| 5Y | -5.1% | +1,040.6% | -1,045.8% | -13.9% |
| 10Y | +152.6% | +3,219.4% | -3,066.8% | +135.7% |
| All | +152.6% | +3,219.4% | -3,066.8% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling