+340.6%
WAT vs AR
-33.4%
+373.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.1% | -14.3% | +13.2% | +0.1% |
| 30D | +5.0% | +1.4% | +3.5% | +4.7% |
| 3M | +14.5% | +3.4% | +11.1% | +14.0% |
| 6M | +30.9% | -2.1% | +33.0% | +30.7% |
| YTD | +20.5% | +4.7% | +15.8% | +19.2% |
| 1Y | +23.3% | +10.6% | +12.7% | +21.3% |
| 3Y | +81.5% | +24.6% | +56.9% | +74.9% |
| 5Y | +33.4% | +71.9% | -38.5% | +23.9% |
| 10Y | +231.5% | +46.4% | +185.1% | +180.9% |
| All | +340.6% | -33.4% | +373.9% | +288.9% |
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