+328.7%
WM vs WAT
+232.2%
+96.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -0.6% |
| 7D | -0.5% | +6.0% | -6.5% | -1.6% |
| 30D | +13.3% | +9.9% | +3.4% | +11.1% |
| 3M | +4.4% | +17.2% | -12.8% | +1.0% |
| 6M | +10.8% | +34.2% | -23.4% | +4.1% |
| YTD | +9.1% | +25.5% | -16.4% | +3.1% |
| 1Y | +19.1% | +28.3% | -9.1% | +11.9% |
| 3Y | +45.7% | +88.4% | -42.7% | +19.4% |
| 5Y | +60.4% | +36.1% | +24.3% | +41.2% |
| 10Y | +328.7% | +234.8% | +93.9% | +186.2% |
| All | +328.7% | +232.2% | +96.5% | +186.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling