+36.6%
WAT vs AR
+22.7%
+13.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -1.3% | +2.5% | -3.8% | -1.2% |
| 30D | +2.3% | +14.8% | -12.5% | +2.9% |
| 3M | +8.7% | +6.2% | +2.5% | +9.0% |
| 6M | +28.3% | +4.3% | +24.0% | +27.9% |
| YTD | +7.8% | +14.4% | -6.6% | +6.9% |
| 1Y | +36.6% | +21.3% | +15.3% | +34.3% |
| All | +36.6% | +22.7% | +13.9% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling