+29.5%
WAT vs AR
+101.6%
-72.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.2% | -2.0% |
| 7D | +2.0% | +6.4% | -4.4% | +1.3% |
| 30D | +7.7% | +3.1% | +4.6% | +7.2% |
| 3M | +11.1% | +3.3% | +7.8% | +10.4% |
| 6M | +31.2% | +6.6% | +24.7% | +29.7% |
| YTD | +21.7% | +12.3% | +9.4% | +18.7% |
| 1Y | +19.3% | +12.3% | +7.0% | +16.2% |
| 3Y | +80.6% | +50.4% | +30.2% | +65.6% |
| 5Y | +29.5% | +101.0% | -71.5% | +15.1% |
| All | +29.5% | +101.6% | -72.1% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling