+32.1%
WAT vs PL
+11.6%
+20.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -10.1% | +7.0% | -2.4% |
| 7D | -5.6% | -20.5% | +14.9% | -4.2% |
| 30D | +3.8% | -38.8% | +42.6% | +7.1% |
| 3M | +13.3% | -49.1% | +62.4% | +18.1% |
| 6M | +32.2% | -69.4% | +101.6% | +41.3% |
| YTD | +19.3% | -42.3% | +61.6% | +20.2% |
| 1Y | +21.8% | -14.2% | +36.0% | +18.1% |
| 3Y | +73.9% | +398.7% | -324.8% | +34.3% |
| 5Y | +32.1% | +11.1% | +20.9% | +9.6% |
| All | +32.1% | +11.6% | +20.5% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling