+313.2%
WMB vs WAT
+156.2%
+157.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | 0.0% | -1.8% | +1.8% | +0.4% |
| 30D | +4.6% | -1.7% | +6.3% | +4.9% |
| 3M | +5.7% | +9.1% | -3.3% | +3.2% |
| 6M | +4.2% | +32.4% | -28.2% | -4.0% |
| YTD | +26.8% | +6.6% | +20.3% | +23.0% |
| 1Y | +34.7% | +34.7% | 0.0% | +21.4% |
| 3Y | +146.8% | +53.6% | +93.2% | +99.9% |
| 5Y | +285.0% | -4.1% | +289.1% | +267.4% |
| 10Y | +313.2% | +167.9% | +145.3% | +134.5% |
| All | +313.2% | +156.2% | +157.0% | +134.5% |
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