+27.3%
WAT vs AS
+3.3%
+24.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +1.2% |
| 7D | -1.9% | +13.8% | -15.7% | -3.1% |
| 30D | +6.2% | +16.7% | -10.4% | +4.6% |
| 3M | +18.1% | -11.5% | +29.6% | +19.9% |
| 6M | +54.9% | -5.5% | +60.4% | +55.1% |
| YTD | +23.1% | -14.2% | +37.3% | +23.7% |
| 1Y | +27.3% | +2.1% | +25.2% | +27.3% |
| All | +27.3% | +3.3% | +24.0% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling