+26.6%
WAT vs M
+25.7%
+0.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +2.0% |
| 7D | +6.0% | +2.5% | +3.5% | +5.2% |
| 30D | +9.9% | +10.1% | -0.2% | +6.9% |
| 3M | +17.2% | -0.9% | +18.1% | +17.1% |
| 6M | +34.2% | +30.2% | +4.1% | +21.0% |
| YTD | +25.5% | +16.3% | +9.2% | +17.4% |
| All | +26.6% | +25.7% | +0.9% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling