+10,555.5%
WAT vs AZO
+10,122.0%
+433.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -1.0% | -5.6% | +4.6% | +0.4% |
| 3M | +10.9% | -4.0% | +14.9% | +11.7% |
| 6M | +33.2% | -18.9% | +52.1% | +39.8% |
| YTD | +6.1% | -13.0% | +19.0% | +9.1% |
| 1Y | +30.2% | -30.4% | +60.7% | +41.6% |
| 3Y | +52.9% | +12.7% | +40.2% | +45.6% |
| 5Y | -5.1% | +89.6% | -94.8% | -21.7% |
| 10Y | +152.6% | +304.7% | -152.0% | +67.8% |
| All | +10,555.5% | +10,122.0% | +433.4% | +3,377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling