+22.0%
WAT vs ALM
+14.6%
+7.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +0.7% | -7.2% | +7.9% | +1.1% |
| 30D | +9.0% | -26.4% | +35.3% | +10.4% |
| 3M | +13.5% | -38.6% | +52.1% | +15.4% |
| 6M | +35.3% | -61.0% | +96.3% | +40.5% |
| YTD | +24.0% | -7.4% | +31.4% | +24.0% |
| 1Y | +22.0% | +14.0% | +8.0% | +21.7% |
| All | +22.0% | +14.6% | +7.3% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling