+10,726.6%
WAT vs COO
+10,047.8%
+678.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -1.3% | -2.2% | +0.9% | -0.6% |
| 30D | +2.3% | -7.0% | +9.4% | +4.4% |
| 3M | +8.7% | +12.2% | -3.5% | +4.9% |
| 6M | +28.3% | -15.1% | +43.4% | +34.0% |
| YTD | +7.8% | -15.1% | +22.9% | +12.6% |
| 1Y | +36.6% | +2.3% | +34.3% | +35.1% |
| 3Y | +45.7% | -23.7% | +69.3% | +55.1% |
| 5Y | -3.3% | -38.9% | +35.6% | +8.6% |
| 10Y | +162.1% | +49.9% | +112.2% | +135.0% |
| All | +10,726.6% | +10,047.8% | +678.7% | +6,028.5% |
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 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