+231.4%
WAT vs COO
+40.2%
+191.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +0.7% | -2.3% | +3.0% | +1.9% |
| 30D | +9.0% | +13.3% | -4.3% | +2.2% |
| 3M | +13.5% | -18.1% | +31.6% | +23.7% |
| 6M | +35.3% | +6.7% | +28.6% | +27.6% |
| YTD | +24.0% | -23.2% | +47.2% | +38.9% |
| 1Y | +22.0% | -12.3% | +34.2% | +27.2% |
| 3Y | +84.0% | -23.6% | +107.6% | +100.5% |
| 5Y | +34.4% | -38.7% | +73.1% | +61.1% |
| 10Y | +231.4% | +42.2% | +189.2% | +171.5% |
| All | +231.4% | +40.2% | +191.2% | +171.5% |
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