+48.1%
WAT vs M
+117.7%
-69.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.6% |
| 7D | -1.3% | +4.7% | -6.0% | -2.3% |
| 30D | +2.3% | -9.6% | +12.0% | +4.5% |
| 3M | +8.7% | +0.9% | +7.9% | +8.0% |
| 6M | +28.3% | +22.3% | +6.0% | +21.9% |
| YTD | +7.8% | +6.5% | +1.3% | +5.3% |
| 1Y | +36.6% | +38.8% | -2.2% | +26.0% |
| All | +48.1% | +117.7% | -69.6% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling