+8,638.8%
WELL vs WAT
+10,816.8%
-2,178.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.9% |
| 7D | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | -0.1% | +2.3% | -2.4% | -0.5% |
| 3M | +18.0% | +8.7% | +9.3% | +16.4% |
| 6M | +15.0% | +28.3% | -13.3% | +10.1% |
| YTD | +28.6% | +7.8% | +20.8% | +26.0% |
| 1Y | +42.9% | +36.6% | +6.3% | +34.7% |
| 3Y | +203.0% | +45.7% | +157.3% | +177.0% |
| 5Y | +206.9% | -3.3% | +210.2% | +196.1% |
| 10Y | +339.5% | +162.1% | +177.4% | +263.7% |
| All | +8,638.8% | +10,816.8% | -2,178.0% | +5,247.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling