+27.3%
WAT vs AU
+42.5%
-15.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +0.8% |
| 7D | -1.9% | +0.8% | -2.7% | -2.1% |
| 30D | +6.2% | -7.0% | +13.2% | +6.9% |
| 3M | +18.1% | +8.5% | +9.5% | +16.8% |
| 6M | +54.9% | -1.3% | +56.2% | +54.3% |
| YTD | +23.1% | +6.8% | +16.3% | +18.8% |
| 1Y | +27.3% | +44.6% | -17.3% | +17.1% |
| All | +27.3% | +42.5% | -15.2% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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