-4.1%
WAT vs WY
-20.4%
+16.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -1.8% | -1.7% | -0.1% | -0.9% |
| 30D | -1.7% | -9.9% | +8.2% | +3.9% |
| 3M | +9.1% | -7.5% | +16.6% | +13.2% |
| 6M | +32.4% | -5.1% | +37.6% | +35.2% |
| YTD | +6.6% | -2.1% | +8.7% | +6.1% |
| 1Y | +34.7% | -7.3% | +42.1% | +38.2% |
| 3Y | +53.6% | -22.6% | +76.2% | +72.5% |
| 5Y | -4.1% | -19.8% | +15.7% | +9.9% |
| All | -4.1% | -20.4% | +16.3% | +9.9% |
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