+48.1%
WAT vs COO
-23.4%
+71.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | -1.3% | -2.2% | +0.9% | -0.2% |
| 30D | +2.3% | -7.0% | +9.4% | +5.8% |
| 3M | +8.7% | +12.2% | -3.5% | +2.1% |
| 6M | +28.3% | -15.1% | +43.4% | +38.3% |
| YTD | +7.8% | -15.1% | +22.9% | +16.1% |
| 1Y | +36.6% | +2.3% | +34.3% | +33.8% |
| All | +48.1% | -23.4% | +71.6% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling