+37.1%
WAT vs WCN
-9.4%
+46.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -2.9% | -4.4% | +1.5% | -2.9% |
| 30D | -3.2% | -4.4% | +1.2% | -3.3% |
| 3M | +10.6% | +0.5% | +10.1% | +10.5% |
| 6M | +34.0% | -3.3% | +37.3% | +35.8% |
| YTD | +5.7% | -8.5% | +14.2% | +8.9% |
| 1Y | +37.1% | -8.9% | +46.0% | +42.8% |
| All | +37.1% | -9.4% | +46.5% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling