+12,123.5%
WAT vs COO
+8,968.7%
+3,154.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.5% |
| 7D | +2.0% | -2.1% | +4.1% | +2.6% |
| 30D | +7.7% | +13.9% | -6.2% | +3.7% |
| 3M | +11.1% | -18.9% | +30.0% | +17.0% |
| 6M | +31.2% | +3.7% | +27.5% | +28.4% |
| YTD | +21.7% | -24.1% | +45.8% | +30.2% |
| 1Y | +19.3% | -14.2% | +33.5% | +23.2% |
| 3Y | +80.6% | -24.5% | +105.1% | +91.8% |
| 5Y | +29.5% | -40.4% | +70.0% | +45.8% |
| 10Y | +225.3% | +40.5% | +184.8% | +195.8% |
| All | +12,123.5% | +8,968.7% | +3,154.7% | +6,990.2% |
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