+35.3%
WAT vs AR
+4.3%
+31.0%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -0.9% |
| 7D | +0.7% | +2.1% | -1.4% | +0.7% |
| 30D | +9.0% | +4.5% | +4.5% | +9.3% |
| 3M | +13.5% | +1.0% | +12.5% | +13.9% |
| 6M | +35.3% | +4.4% | +30.9% | +36.1% |
| All | +35.3% | +4.3% | +31.0% | +36.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling