-4.4%
WAT vs AU
+673.1%
-677.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.4% |
| 7D | -2.9% | -7.0% | +4.1% | -2.2% |
| 30D | -3.2% | +7.3% | -10.5% | -4.0% |
| 3M | +10.6% | +33.2% | -22.6% | +7.3% |
| 6M | +34.0% | -0.6% | +34.7% | +33.1% |
| YTD | +5.7% | +26.2% | -20.4% | +2.2% |
| 1Y | +37.1% | +68.3% | -31.2% | +28.5% |
| 3Y | +52.4% | +592.1% | -539.7% | +15.9% |
| 5Y | -4.4% | +685.3% | -689.7% | -30.0% |
| All | -4.4% | +673.1% | -677.5% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling