+126.7%
WFC vs WAT
-4.5%
+131.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.8% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | +0.8% | -1.0% | +1.8% | +1.0% |
| 3M | +9.3% | +10.9% | -1.6% | +6.3% |
| 6M | +10.6% | +33.2% | -22.5% | +2.1% |
| YTD | -4.1% | +6.1% | -10.1% | -6.5% |
| 1Y | +13.6% | +30.2% | -16.7% | +4.1% |
| 3Y | +130.7% | +52.9% | +77.9% | +92.0% |
| 5Y | +126.7% | -5.1% | +131.9% | +116.5% |
| All | +126.7% | -4.5% | +131.2% | +116.5% |
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 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