+234.8%
WAT vs Z
-11.7%
+246.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.8% | +0.4% | +3.5% |
| 7D | +6.0% | -5.2% | +11.2% | +6.8% |
| 30D | +9.9% | +5.7% | +4.2% | +8.4% |
| 3M | +17.2% | -8.7% | +25.9% | +18.0% |
| 6M | +34.2% | -26.0% | +60.2% | +39.6% |
| YTD | +25.5% | -55.0% | +80.5% | +41.0% |
| 1Y | +28.3% | -58.0% | +86.2% | +45.6% |
| 3Y | +88.4% | -15.2% | +103.5% | +86.9% |
| 5Y | +36.1% | -53.8% | +90.0% | +41.9% |
| 10Y | +234.8% | -14.5% | +249.3% | +186.0% |
| All | +234.8% | -11.7% | +246.5% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling