+152.6%
WAT vs M
-6.4%
+159.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.2% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | -1.0% | -11.6% | +10.6% | +0.8% |
| 3M | +10.9% | +1.6% | +9.3% | +10.3% |
| 6M | +33.2% | +25.2% | +8.0% | +28.4% |
| YTD | +6.1% | +3.8% | +2.3% | +5.0% |
| 1Y | +30.2% | +36.3% | -6.1% | +23.8% |
| 3Y | +52.9% | +116.3% | -63.5% | +33.2% |
| 5Y | -5.1% | +28.2% | -33.3% | -14.7% |
| 10Y | +152.6% | -3.4% | +156.0% | +95.1% |
| All | +152.6% | -6.4% | +159.0% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded M 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling