+326.4%
WM vs WAT
+228.2%
+98.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +1.2% | +3.4% | -2.2% | +0.5% |
| 30D | +13.7% | +9.6% | +4.0% | +11.5% |
| 3M | +5.2% | +15.5% | -10.3% | +2.1% |
| 6M | +11.2% | +33.9% | -22.7% | +4.4% |
| YTD | +9.4% | +25.2% | -15.8% | +3.4% |
| 1Y | +20.4% | +26.3% | -5.9% | +13.5% |
| 3Y | +44.7% | +85.8% | -41.1% | +19.0% |
| 5Y | +58.5% | +35.3% | +23.2% | +39.7% |
| 10Y | +326.4% | +231.8% | +94.6% | +185.1% |
| All | +326.4% | +228.2% | +98.2% | +185.1% |
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