+32.2%
WAT vs LII
-32.0%
+64.2%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.8% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | +3.8% | -4.6% | +8.4% | +4.2% |
| 3M | +13.3% | -21.7% | +34.9% | +17.0% |
| 6M | +32.2% | -32.8% | +65.0% | +39.1% |
| All | +32.2% | -32.0% | +64.2% | +39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling