+27.3%
WAT vs COO
-7.7%
+34.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | +0.2% |
| 7D | -1.9% | +8.4% | -10.4% | -4.0% |
| 30D | +6.2% | +13.5% | -7.2% | +2.6% |
| 3M | +18.1% | -13.8% | +31.8% | +25.2% |
| 6M | +54.9% | +4.7% | +50.2% | +49.3% |
| YTD | +23.1% | -21.4% | +44.5% | +39.8% |
| 1Y | +27.3% | -6.7% | +34.0% | +31.0% |
| All | +27.3% | -7.7% | +34.9% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling