+63.3%
WM vs WAT
+32.1%
+31.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.4% |
| 7D | +4.5% | -5.6% | +10.1% | +5.0% |
| 30D | +16.1% | +3.8% | +12.2% | +15.6% |
| 3M | +8.0% | +13.3% | -5.2% | +6.6% |
| 6M | +8.4% | +32.2% | -23.8% | +5.2% |
| YTD | +11.2% | +19.3% | -8.1% | +8.9% |
| 1Y | +22.3% | +21.8% | +0.5% | +19.4% |
| 3Y | +50.2% | +73.9% | -23.7% | +36.1% |
| 5Y | +63.3% | +32.1% | +31.2% | +55.2% |
| All | +63.3% | +32.1% | +31.2% | +55.2% |
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