+35.3%
WAT vs WCN
+48.0%
-12.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +3.4% | +2.6% | +0.8% | +2.6% |
| 30D | +9.6% | +25.3% | -15.7% | +1.3% |
| 3M | +15.5% | +15.2% | +0.3% | +9.8% |
| 6M | +33.9% | +26.4% | +7.5% | +22.7% |
| YTD | +25.2% | +9.9% | +15.3% | +20.6% |
| 1Y | +26.3% | +16.2% | +10.1% | +18.4% |
| 3Y | +85.8% | +49.4% | +36.4% | +50.5% |
| 5Y | +35.3% | +46.2% | -10.9% | +7.8% |
| All | +35.3% | +48.0% | -12.7% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling