+152.6%
WAT vs COO
+43.7%
+108.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.2% |
| 7D | -0.7% | -2.3% | +1.6% | +0.5% |
| 30D | -1.0% | -8.8% | +7.8% | +3.7% |
| 3M | +10.9% | +1.3% | +9.5% | +9.6% |
| 6M | +33.2% | -11.6% | +44.7% | +40.8% |
| YTD | +6.1% | -17.4% | +23.5% | +16.2% |
| 1Y | +30.2% | -1.6% | +31.8% | +29.6% |
| 3Y | +52.9% | -22.6% | +75.5% | +67.9% |
| 5Y | -5.1% | -40.3% | +35.2% | +16.9% |
| 10Y | +152.6% | +45.2% | +107.4% | +106.0% |
| All | +152.6% | +43.7% | +108.9% | +106.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling