-3.2%
WAT vs M
+27.3%
-30.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.5% |
| 7D | -1.3% | +4.7% | -6.0% | -2.1% |
| 30D | +2.3% | -9.6% | +12.0% | +4.2% |
| 3M | +8.7% | +0.9% | +7.9% | +8.2% |
| 6M | +28.3% | +22.3% | +6.0% | +23.1% |
| YTD | +7.8% | +6.5% | +1.3% | +5.8% |
| 1Y | +36.6% | +38.8% | -2.2% | +27.8% |
| 3Y | +45.7% | +115.9% | -70.2% | +22.5% |
| All | -3.2% | +27.3% | -30.5% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling