+87.6%
WAT vs FIVE
+42.3%
+45.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +9.0% | +17.4% | -8.4% | +6.1% |
| 3M | +13.5% | +7.0% | +6.4% | +11.9% |
| 6M | +35.3% | +20.5% | +14.8% | +30.2% |
| YTD | +24.0% | +33.1% | -9.1% | +16.9% |
| 1Y | +22.0% | +67.1% | -45.1% | +10.5% |
| All | +87.6% | +42.3% | +45.4% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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