+59.7%
WM vs WAT
+32.4%
+27.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | +1.2% | -1.1% | +2.3% | +1.3% |
| 30D | +13.1% | +5.0% | +8.1% | +12.5% |
| 3M | +3.6% | +14.5% | -10.9% | +2.2% |
| 6M | +8.1% | +30.9% | -22.8% | +5.0% |
| YTD | +8.9% | +20.5% | -11.6% | +6.5% |
| 1Y | +20.3% | +23.3% | -3.0% | +17.3% |
| 3Y | +46.2% | +81.5% | -35.3% | +31.5% |
| All | +59.7% | +32.4% | +27.4% | +53.2% |
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 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