+33.2%
WAT vs PL
+31.5%
+1.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +0.6% | +10.0% | -9.5% | -0.1% |
| 30D | +5.4% | -2.3% | +7.7% | +5.4% |
| 3M | +11.3% | -44.2% | +55.5% | +15.3% |
| 6M | +37.4% | -66.1% | +103.5% | +46.0% |
| YTD | +21.2% | -30.0% | +51.1% | +20.4% |
| 1Y | +21.3% | +21.0% | +0.3% | +14.7% |
| 3Y | +83.4% | +516.5% | -433.1% | +39.5% |
| All | +33.2% | +31.5% | +1.6% | +9.3% |
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