+20.8%
WM vs WAT
+32.9%
-12.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.7% |
| 7D | +5.9% | -1.9% | +7.9% | +5.9% |
| 30D | +15.4% | +6.2% | +9.2% | +15.5% |
| 3M | +6.3% | +18.1% | -11.7% | +6.8% |
| 6M | +5.6% | +54.9% | -49.3% | +7.2% |
| YTD | +9.9% | +23.1% | -13.2% | +11.6% |
| 1Y | +20.8% | +27.3% | -6.5% | +22.4% |
| All | +20.8% | +32.9% | -12.1% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling