+35.0%
WAT vs AZO
-32.5%
+67.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | -0.3% | -3.6% | +3.3% | +0.5% |
| 30D | -1.9% | -5.6% | +3.7% | -0.8% |
| 3M | +13.5% | -6.6% | +20.2% | +14.9% |
| 6M | +37.2% | -22.5% | +59.7% | +45.4% |
| YTD | +7.5% | -15.2% | +22.7% | +12.6% |
| 1Y | +35.0% | -33.9% | +68.9% | +38.0% |
| All | +35.0% | -32.5% | +67.5% | +38.0% |
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