+46.6%
WAT vs AS
+137.8%
-91.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +3.4% | +4.5% | -1.1% | +2.7% |
| 30D | +9.6% | +13.2% | -3.6% | +7.5% |
| 3M | +15.5% | -11.9% | +27.4% | +17.5% |
| 6M | +33.9% | -11.6% | +45.5% | +35.8% |
| YTD | +25.2% | -14.7% | +39.9% | +27.0% |
| 1Y | +26.3% | +5.7% | +20.6% | +23.5% |
| All | +46.6% | +137.8% | -91.2% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling