+421.4%
WAT vs FIVE
+868.1%
-446.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.0% |
| 7D | -1.3% | +4.3% | -5.5% | -2.1% |
| 30D | +2.3% | +12.5% | -10.2% | -0.1% |
| 3M | +8.7% | +31.2% | -22.5% | +2.8% |
| 6M | +28.3% | +14.4% | +14.0% | +24.0% |
| YTD | +7.8% | +33.9% | -26.1% | +0.9% |
| 1Y | +36.6% | +65.1% | -28.5% | +22.3% |
| 3Y | +45.7% | +49.0% | -3.3% | +26.4% |
| 5Y | -3.3% | +30.3% | -33.6% | -16.3% |
| 10Y | +162.1% | +481.1% | -319.0% | +73.1% |
| All | +421.4% | +868.1% | -446.7% | +199.5% |
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