+166.1%
WAT vs AU
+699.0%
-532.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.6% |
| 7D | -0.3% | -4.3% | +4.0% | 0.0% |
| 30D | -1.9% | +7.3% | -9.2% | -2.3% |
| 3M | +13.5% | +26.3% | -12.8% | +11.9% |
| 6M | +37.2% | +1.8% | +35.5% | +36.5% |
| YTD | +7.5% | +26.8% | -19.3% | +5.5% |
| 1Y | +35.0% | +66.7% | -31.7% | +30.6% |
| 3Y | +55.1% | +579.1% | -524.0% | +37.3% |
| 5Y | -2.8% | +689.3% | -692.2% | -14.8% |
| All | +166.1% | +699.0% | -532.8% | +137.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling