+357.8%
WAT vs AR
-30.5%
+388.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.3% | -0.4% | +3.6% |
| 7D | +3.4% | -5.8% | +9.2% | +3.9% |
| 30D | +9.6% | +4.8% | +4.8% | +9.1% |
| 3M | +15.5% | +1.5% | +14.0% | +15.1% |
| 6M | +33.9% | +4.7% | +29.2% | +33.0% |
| YTD | +25.2% | +9.2% | +16.0% | +23.5% |
| 1Y | +26.3% | +11.2% | +15.1% | +24.3% |
| 3Y | +85.8% | +46.2% | +39.6% | +76.9% |
| 5Y | +35.3% | +98.1% | -62.8% | +24.4% |
| 10Y | +231.8% | +54.5% | +177.3% | +180.0% |
| All | +357.8% | -30.5% | +388.3% | +302.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling