+60.4%
WM vs WAT
+35.9%
+24.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -0.2% |
| 7D | -0.5% | +6.0% | -6.5% | -1.0% |
| 30D | +13.3% | +9.9% | +3.4% | +12.2% |
| 3M | +4.4% | +17.2% | -12.8% | +2.7% |
| 6M | +10.8% | +34.2% | -23.4% | +7.5% |
| YTD | +9.1% | +25.5% | -16.4% | +6.3% |
| 1Y | +19.1% | +28.3% | -9.1% | +15.7% |
| 3Y | +45.7% | +88.4% | -42.7% | +30.6% |
| 5Y | +60.4% | +36.1% | +24.3% | +53.3% |
| All | +60.4% | +35.9% | +24.5% | +53.3% |
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