+12,001.8%
WAT vs COO
+8,993.5%
+3,008.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | -1.1% | +4.7% | -5.8% | -2.5% |
| 30D | +5.0% | +13.9% | -8.9% | +1.0% |
| 3M | +14.5% | -14.9% | +29.4% | +18.9% |
| 6M | +30.9% | +2.0% | +28.9% | +28.7% |
| YTD | +20.5% | -23.9% | +44.4% | +28.8% |
| 1Y | +23.3% | -9.6% | +32.9% | +25.5% |
| 3Y | +81.5% | -25.4% | +106.9% | +93.3% |
| 5Y | +33.4% | -41.2% | +74.6% | +50.5% |
| 10Y | +231.5% | +42.1% | +189.4% | +200.6% |
| All | +12,001.8% | +8,993.5% | +3,008.3% | +6,912.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling