+202.2%
WELL vs WAT
+82.3%
+119.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +5.7% | +5.4% | +0.2% | +5.5% |
| 3M | +4.6% | +11.3% | -6.7% | +4.3% |
| 6M | +11.9% | +37.4% | -25.6% | +10.8% |
| YTD | +33.6% | +21.2% | +12.4% | +32.9% |
| 1Y | +29.8% | +21.3% | +8.4% | +29.1% |
| 3Y | +202.2% | +83.4% | +118.8% | +195.5% |
| All | +202.2% | +82.3% | +119.8% | +195.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling