+26.2%
WAT vs AS
+120.4%
-94.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.6% |
| 7D | -1.3% | -4.9% | +3.6% | -0.5% |
| 30D | +2.3% | -19.6% | +21.9% | +5.7% |
| 3M | +8.7% | -14.4% | +23.1% | +11.0% |
| 6M | +28.3% | -20.1% | +48.4% | +32.0% |
| YTD | +7.8% | -20.9% | +28.7% | +10.7% |
| 1Y | +36.6% | -21.9% | +58.5% | +40.3% |
| All | +26.2% | +120.4% | -94.2% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling