+211.0%
WELL vs WAT
-4.5%
+215.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.6% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +0.5% | -1.0% | +1.5% | +0.6% |
| 3M | +19.1% | +10.9% | +8.2% | +17.6% |
| 6M | +17.0% | +33.2% | -16.2% | +12.7% |
| YTD | +29.2% | +6.1% | +23.1% | +27.8% |
| 1Y | +42.1% | +30.2% | +11.9% | +36.2% |
| 3Y | +204.5% | +52.9% | +151.7% | +172.9% |
| 5Y | +211.0% | -5.1% | +216.1% | +180.1% |
| All | +211.0% | -4.5% | +215.4% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WAT 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling