+56.2%
WAT vs PL
+45.6%
+10.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | +3.4% | +5.6% | -2.2% | +2.9% |
| 30D | +9.6% | -16.9% | +26.6% | +10.8% |
| 3M | +15.5% | -38.2% | +53.7% | +18.8% |
| 6M | +33.9% | -63.4% | +97.3% | +41.4% |
| YTD | +25.2% | -27.6% | +52.8% | +24.1% |
| 1Y | +26.3% | +6.6% | +19.7% | +20.6% |
| 3Y | +85.8% | +557.6% | -471.8% | +40.6% |
| 5Y | +35.3% | +39.5% | -4.2% | +10.3% |
| All | +56.2% | +45.6% | +10.6% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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