+33.2%
WAT vs ALM
+410.2%
-377.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.4% |
| 3M | +11.3% | -40.6% | +52.0% | +13.5% |
| 6M | +37.4% | -57.9% | +95.3% | +41.7% |
| YTD | +21.2% | -6.7% | +27.9% | +19.9% |
| 1Y | +21.3% | +20.2% | +1.2% | +18.5% |
| 3Y | +83.4% | +879.4% | -796.1% | +60.8% |
| All | +33.2% | +410.2% | -377.1% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling