+30.8%
WAT vs M
-11.5%
+42.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.9% |
| 7D | -1.1% | -4.3% | +3.2% | -0.4% |
| 30D | +5.0% | +1.3% | +3.7% | +4.6% |
| 3M | +14.5% | -7.4% | +21.9% | +15.8% |
| 6M | +30.9% | +18.3% | +12.6% | +25.7% |
| YTD | +20.5% | +7.6% | +12.9% | +17.6% |
| 1Y | +23.3% | +17.4% | +5.9% | +18.3% |
| 3Y | +81.5% | +108.4% | -26.9% | +50.8% |
| All | +30.8% | -11.5% | +42.2% | +17.6% |
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