+234.8%
WAT vs LII
+170.7%
+64.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.3% |
| 7D | +6.0% | -1.2% | +7.2% | +6.5% |
| 30D | +9.9% | -2.0% | +11.9% | +10.1% |
| 3M | +17.2% | -20.2% | +37.4% | +27.1% |
| 6M | +34.2% | -32.5% | +66.8% | +52.9% |
| YTD | +25.5% | -27.4% | +52.9% | +37.2% |
| 1Y | +28.3% | -28.2% | +56.4% | +40.6% |
| 3Y | +88.4% | -7.2% | +95.6% | +80.7% |
| 5Y | +36.1% | +19.9% | +16.2% | +13.2% |
| 10Y | +234.8% | +168.6% | +66.2% | +106.4% |
| All | +234.8% | +170.7% | +64.1% | +106.4% |
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