+43.8%
WAT vs COMP
-47.7%
+91.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -1.3% | +1.4% | -2.6% | -1.4% |
| 30D | +2.3% | -13.3% | +15.7% | +3.9% |
| 3M | +8.7% | +41.1% | -32.4% | +4.4% |
| 6M | +28.3% | +17.2% | +11.1% | +24.6% |
| YTD | +7.8% | +5.2% | +2.6% | +5.3% |
| 1Y | +36.6% | +18.9% | +17.7% | +31.1% |
| 3Y | +45.7% | +215.9% | -170.2% | +21.3% |
| 5Y | -3.3% | -31.2% | +27.9% | -15.7% |
| All | +43.8% | -47.7% | +91.5% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling