+455.3%
WELL vs WAT
+232.2%
+223.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | 0.0% |
| 7D | +3.5% | +6.0% | -2.6% | +2.1% |
| 30D | +9.7% | +9.9% | -0.2% | +7.1% |
| 3M | +4.8% | +17.2% | -12.4% | +0.6% |
| 6M | +16.1% | +34.2% | -18.2% | +7.4% |
| YTD | +34.7% | +25.5% | +9.2% | +25.4% |
| 1Y | +31.9% | +28.3% | +3.7% | +22.0% |
| 3Y | +209.9% | +88.4% | +121.5% | +139.3% |
| 5Y | +226.5% | +36.1% | +190.4% | +177.2% |
| 10Y | +455.3% | +234.8% | +220.5% | +246.2% |
| All | +455.3% | +232.2% | +223.1% | +246.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling