+2,667.9%
WAT vs AU
+789.2%
+1,878.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | +9.1% | +29.4% | -20.3% | +7.3% |
| 6M | +32.4% | +3.2% | +29.2% | +31.6% |
| YTD | +6.6% | +31.8% | -25.2% | +4.3% |
| 1Y | +34.7% | +83.4% | -48.7% | +29.2% |
| 3Y | +53.6% | +623.1% | -569.5% | +34.9% |
| 5Y | -4.1% | +700.5% | -704.6% | -16.9% |
| 10Y | +167.9% | +717.6% | -549.7% | +125.0% |
| All | +2,667.9% | +789.2% | +1,878.7% | +2,311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling