+34.4%
WAT vs WY
-31.7%
+66.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +0.7% | -5.1% | +5.8% | +3.4% |
| 30D | +9.0% | +9.0% | 0.0% | +3.3% |
| 3M | +13.5% | -16.7% | +30.2% | +24.5% |
| 6M | +35.3% | -10.3% | +45.5% | +41.3% |
| YTD | +24.0% | -10.5% | +34.5% | +28.5% |
| 1Y | +22.0% | -5.9% | +27.8% | +22.3% |
| 3Y | +84.0% | -24.7% | +108.7% | +108.6% |
| 5Y | +34.4% | -31.5% | +65.9% | +61.0% |
| All | +34.4% | -31.7% | +66.0% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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