+234.8%
WAT vs COO
+40.7%
+194.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.0% |
| 7D | +6.0% | +4.3% | +1.8% | +3.8% |
| 30D | +9.9% | +17.6% | -7.7% | +1.2% |
| 3M | +17.2% | -13.9% | +31.0% | +24.5% |
| 6M | +34.2% | +6.6% | +27.7% | +26.8% |
| YTD | +25.5% | -22.0% | +47.5% | +39.6% |
| 1Y | +28.3% | -8.8% | +37.1% | +31.2% |
| 3Y | +88.4% | -21.5% | +109.8% | +102.5% |
| 5Y | +36.1% | -41.0% | +77.1% | +66.3% |
| 10Y | +234.8% | +40.9% | +193.9% | +175.4% |
| All | +234.8% | +40.7% | +194.1% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling