+308.5%
WAT vs ALM
+7,705.7%
-7,397.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | -1.3% | -2.6% | +1.3% | -1.3% |
| 30D | +2.3% | +32.0% | -29.7% | +2.3% |
| 3M | +8.7% | -15.0% | +23.8% | +8.7% |
| 6M | +28.3% | -10.1% | +38.4% | +28.3% |
| YTD | +7.8% | +99.4% | -91.7% | +7.6% |
| 1Y | +36.6% | +316.4% | -279.7% | +36.3% |
| 3Y | +45.7% | +2,022.0% | -1,976.3% | +45.2% |
| 5Y | -3.3% | +941.2% | -944.5% | -3.6% |
| 10Y | +162.1% | +2,950.3% | -2,788.2% | +161.4% |
| All | +308.5% | +7,705.7% | -7,397.2% | +309.4% |
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