+226.2%
WAT vs COO
+41.2%
+185.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.9% |
| 7D | -1.1% | +4.7% | -5.8% | -3.5% |
| 30D | +5.0% | +13.9% | -8.9% | -1.9% |
| 3M | +14.5% | -14.9% | +29.4% | +22.3% |
| 6M | +30.9% | +2.0% | +28.9% | +26.4% |
| YTD | +20.5% | -23.9% | +44.4% | +35.6% |
| 1Y | +23.3% | -9.6% | +32.9% | +26.6% |
| 3Y | +81.5% | -25.4% | +106.9% | +100.2% |
| 5Y | +33.4% | -41.2% | +74.6% | +63.0% |
| All | +226.2% | +41.2% | +185.0% | +172.7% |
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