+26.6%
WAT vs LII
-28.3%
+54.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.8% |
| 7D | +6.0% | -1.2% | +7.2% | +6.3% |
| 30D | +9.9% | -2.0% | +11.9% | +9.9% |
| 3M | +17.2% | -20.2% | +37.4% | +22.5% |
| 6M | +34.2% | -32.5% | +66.8% | +44.2% |
| YTD | +25.5% | -27.4% | +52.9% | +30.4% |
| All | +26.6% | -28.3% | +54.9% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling