+209.6%
WELL vs WAT
-2.9%
+212.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.9% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | -0.1% | +2.3% | -2.4% | -0.4% |
| 3M | +18.0% | +8.7% | +9.3% | +16.8% |
| 6M | +15.0% | +28.3% | -13.3% | +11.3% |
| YTD | +28.6% | +7.8% | +20.8% | +27.0% |
| 1Y | +42.9% | +36.6% | +6.3% | +36.1% |
| 3Y | +203.0% | +45.7% | +157.3% | +175.4% |
| All | +209.6% | -2.9% | +212.5% | +178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling