+152.6%
WAT vs APD
+161.1%
-8.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -0.7% | -2.5% | +1.8% | +0.4% |
| 30D | -1.0% | -1.9% | +0.9% | -0.2% |
| 3M | +10.9% | +8.2% | +2.7% | +6.5% |
| 6M | +33.2% | +10.7% | +22.4% | +25.8% |
| YTD | +6.1% | +22.9% | -16.8% | -5.1% |
| 1Y | +30.2% | +5.8% | +24.4% | +24.4% |
| 3Y | +52.9% | +7.8% | +45.1% | +41.2% |
| 5Y | -5.1% | +26.1% | -31.2% | -21.1% |
| 10Y | +152.6% | +163.7% | -11.1% | +29.8% |
| All | +152.6% | +161.1% | -8.5% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded APD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling