+505.7%
WAT vs FIVE
+873.2%
-367.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +3.4% | +7.3% | -3.9% | +2.0% |
| 30D | +9.6% | +18.1% | -8.4% | +6.2% |
| 3M | +15.5% | +7.7% | +7.8% | +13.5% |
| 6M | +33.9% | +13.6% | +20.3% | +29.7% |
| YTD | +25.2% | +34.6% | -9.4% | +16.8% |
| 1Y | +26.3% | +66.2% | -40.0% | +13.1% |
| 3Y | +85.8% | +43.5% | +42.3% | +62.3% |
| 5Y | +35.3% | +20.7% | +14.6% | +18.8% |
| 10Y | +231.8% | +541.5% | -309.7% | +116.2% |
| All | +505.7% | +873.2% | -367.5% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling