+369.9%
WAT vs ALM
+3,525.2%
-3,155.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +0.7% | -7.2% | +7.9% | +0.7% |
| 30D | +9.0% | -26.4% | +35.3% | +9.0% |
| 3M | +13.5% | -38.6% | +52.1% | +13.5% |
| 6M | +35.3% | -61.0% | +96.3% | +35.5% |
| YTD | +24.0% | -7.4% | +31.4% | +24.0% |
| 1Y | +22.0% | +14.0% | +8.0% | +21.9% |
| 3Y | +84.0% | +844.4% | -760.4% | +83.6% |
| 5Y | +34.4% | +410.8% | -376.4% | +34.0% |
| 10Y | +231.4% | +2,084.7% | -1,853.3% | +231.0% |
| All | +369.9% | +3,525.2% | -3,155.3% | +371.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling