+27.3%
WAT vs AZO
-7.5%
+34.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.0% |
| 7D | -1.9% | +5.3% | -7.3% | -2.9% |
| 30D | +6.2% | +18.4% | -12.2% | +2.7% |
| 3M | +18.1% | +9.8% | +8.2% | +15.8% |
| 6M | +54.9% | -4.5% | +59.4% | +58.6% |
| YTD | +23.1% | -1.9% | +25.1% | +25.7% |
| 1Y | +27.3% | -9.5% | +36.8% | +32.8% |
| All | +27.3% | -7.5% | +34.8% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling