+231.8%
WAT vs LII
+166.2%
+65.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | +9.6% | -2.4% | +12.0% | +10.0% |
| 3M | +15.5% | -17.5% | +33.0% | +23.7% |
| 6M | +33.9% | -32.8% | +66.7% | +52.8% |
| YTD | +25.2% | -27.7% | +52.9% | +37.1% |
| 1Y | +26.3% | -28.1% | +54.3% | +38.4% |
| 3Y | +85.8% | -9.7% | +95.5% | +80.2% |
| 5Y | +35.3% | +19.5% | +15.8% | +12.6% |
| 10Y | +231.8% | +170.6% | +61.2% | +102.9% |
| All | +231.8% | +166.2% | +65.6% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling