+157.1%
WAT vs AR
+47.7%
+109.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -1.3% | +2.5% | -3.8% | -1.5% |
| 30D | +2.3% | +14.8% | -12.5% | +1.1% |
| 3M | +8.7% | +6.2% | +2.5% | +8.1% |
| 6M | +28.3% | +4.3% | +24.0% | +27.4% |
| YTD | +7.8% | +14.4% | -6.6% | +6.0% |
| 1Y | +36.6% | +21.3% | +15.3% | +33.4% |
| 3Y | +45.7% | +39.8% | +5.9% | +39.0% |
| 5Y | -3.3% | +142.1% | -145.4% | -12.8% |
| All | +157.1% | +47.7% | +109.4% | +132.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling