+34.5%
WAT vs PL
+84.9%
-50.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.9% |
| 7D | -1.3% | -9.3% | +8.0% | -0.7% |
| 30D | +2.3% | -18.9% | +21.3% | +3.7% |
| 3M | +8.7% | -58.4% | +67.1% | +14.4% |
| 6M | +28.3% | -30.3% | +58.6% | +29.0% |
| YTD | +7.8% | -8.1% | +15.9% | +5.5% |
| 1Y | +36.6% | +180.5% | -143.9% | +19.9% |
| 3Y | +45.7% | +444.1% | -398.5% | +12.6% |
| 5Y | -3.3% | +83.0% | -86.3% | -22.8% |
| All | +34.5% | +84.9% | -50.4% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling