+3,047.0%
WAT vs AU
+607.0%
+2,440.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +0.6% | -7.2% | +7.8% | +1.0% |
| 30D | +5.4% | -2.9% | +8.3% | +5.5% |
| 3M | +11.3% | -8.7% | +20.0% | +11.7% |
| 6M | +37.4% | -14.1% | +51.6% | +38.1% |
| YTD | +21.2% | +4.8% | +16.4% | +20.0% |
| 1Y | +21.3% | +11.9% | +9.5% | +19.7% |
| 3Y | +83.4% | +513.8% | -430.4% | +62.6% |
| 5Y | +29.0% | +379.3% | -350.3% | +14.7% |
| 10Y | +223.9% | +837.1% | -613.2% | +170.3% |
| All | +3,047.0% | +607.0% | +2,440.0% | +2,674.7% |
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