+60.7%
WAT vs COMP
-52.0%
+112.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.7% | -9.7% | -0.2% |
| 7D | -1.1% | +13.4% | -14.6% | -2.6% |
| 30D | +5.0% | +11.1% | -6.1% | +3.5% |
| 3M | +14.5% | -18.8% | +33.3% | +16.7% |
| 6M | +30.9% | +10.5% | +20.4% | +28.3% |
| YTD | +20.5% | -3.4% | +23.9% | +18.4% |
| 1Y | +23.3% | +19.7% | +3.6% | +18.3% |
| 3Y | +81.5% | +381.6% | -300.1% | +45.4% |
| 5Y | +33.4% | -17.6% | +51.0% | +16.4% |
| All | +60.7% | -52.0% | +112.7% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling