+234.8%
WAT vs M
+3.7%
+231.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +3.0% |
| 7D | +6.0% | +2.5% | +3.5% | +5.6% |
| 30D | +9.9% | +10.1% | -0.2% | +8.3% |
| 3M | +17.2% | -0.9% | +18.1% | +17.0% |
| 6M | +34.2% | +30.2% | +4.1% | +28.5% |
| YTD | +25.5% | +16.3% | +9.2% | +22.0% |
| 1Y | +28.3% | +27.0% | +1.3% | +23.0% |
| 3Y | +88.4% | +154.5% | -66.1% | +60.5% |
| 5Y | +36.1% | -1.1% | +37.2% | +25.9% |
| 10Y | +234.8% | +0.5% | +234.3% | +161.5% |
| All | +234.8% | +3.7% | +231.1% | +161.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling