-5.1%
WAT vs BEN
+42.4%
-47.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -0.7% | +4.7% | -5.4% | -2.6% |
| 30D | -1.0% | +2.6% | -3.6% | -2.0% |
| 3M | +10.9% | +11.5% | -0.6% | +5.8% |
| 6M | +33.2% | +35.3% | -2.1% | +17.0% |
| YTD | +6.1% | +48.6% | -42.6% | -10.7% |
| 1Y | +30.2% | +46.7% | -16.5% | +9.9% |
| 3Y | +52.9% | +57.0% | -4.2% | +22.4% |
| 5Y | -5.1% | +41.8% | -47.0% | -25.8% |
| All | -5.1% | +42.4% | -47.5% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling