+53.7%
WAT vs AU
+604.2%
-550.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.4% |
| 7D | -1.8% | +0.6% | -2.4% | -1.8% |
| 30D | -1.7% | +12.3% | -14.0% | -2.6% |
| 3M | +9.1% | +29.4% | -20.3% | +6.8% |
| 6M | +32.4% | +3.2% | +29.2% | +31.3% |
| YTD | +6.6% | +31.8% | -25.2% | +3.7% |
| 1Y | +34.7% | +83.4% | -48.7% | +28.2% |
| All | +53.7% | +604.2% | -550.4% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling