+39.6%
WAT vs AS
+133.7%
-94.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.8% |
| 7D | -5.6% | +7.1% | -12.7% | -6.6% |
| 30D | +3.8% | +12.8% | -9.0% | +1.9% |
| 3M | +13.3% | -14.7% | +28.0% | +15.8% |
| 6M | +32.2% | -9.9% | +42.1% | +33.5% |
| YTD | +19.3% | -16.1% | +35.4% | +21.3% |
| 1Y | +21.8% | +0.2% | +21.6% | +20.1% |
| All | +39.6% | +133.7% | -94.1% | +21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling