+51.5%
WAT vs BEN
+57.6%
-6.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -2.4% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | +2.3% | -0.5% | +2.9% | +2.5% |
| 3M | +8.7% | +9.7% | -1.0% | +4.5% |
| 6M | +28.3% | +33.9% | -5.6% | +13.2% |
| YTD | +7.8% | +49.0% | -41.2% | -9.3% |
| 1Y | +36.6% | +42.1% | -5.5% | +16.9% |
| All | +51.5% | +57.6% | -6.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling