+32.1%
WAT vs COMP
-28.0%
+60.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.2% | +5.1% | -2.2% |
| 7D | -5.6% | -1.8% | -3.8% | -5.5% |
| 30D | +3.8% | -0.8% | +4.6% | +3.7% |
| 3M | +13.3% | -28.1% | +41.4% | +17.1% |
| 6M | +32.2% | +27.0% | +5.2% | +27.1% |
| YTD | +19.3% | -12.8% | +32.1% | +18.6% |
| 1Y | +21.8% | +4.9% | +16.9% | +18.5% |
| 3Y | +73.9% | +321.0% | -247.1% | +40.3% |
| 5Y | +32.1% | -25.6% | +57.7% | +20.6% |
| All | +32.1% | -28.0% | +60.0% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling