+18.5%
WAT vs S
-56.8%
+75.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.3% | -7.7% | +6.4% | -0.3% |
| 30D | +2.3% | -5.3% | +7.7% | +2.8% |
| 3M | +8.7% | +20.3% | -11.5% | +5.6% |
| 6M | +28.3% | +47.4% | -19.1% | +20.3% |
| YTD | +7.8% | +32.5% | -24.8% | +2.4% |
| 1Y | +36.6% | +9.5% | +27.1% | +32.7% |
| 3Y | +45.7% | +15.5% | +30.2% | +37.6% |
| 5Y | -3.3% | -71.2% | +67.9% | -1.2% |
| All | +18.5% | -56.8% | +75.2% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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