+83.4%
WAT vs ALM
+909.2%
-825.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.2% | -0.8% |
| 7D | +0.6% | +1.2% | -0.7% | +0.5% |
| 30D | +5.4% | -19.3% | +24.7% | +6.5% |
| 3M | +11.3% | -40.6% | +52.0% | +13.8% |
| 6M | +37.4% | -57.9% | +95.3% | +42.2% |
| YTD | +21.2% | -6.7% | +27.9% | +19.6% |
| 1Y | +21.3% | +20.2% | +1.2% | +18.0% |
| 3Y | +83.4% | +879.4% | -796.1% | +57.8% |
| All | +83.4% | +909.2% | -825.8% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling