+37.6%
WMB vs WAT
+32.5%
+5.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.8% | +2.2% |
| 7D | +0.8% | -0.7% | +1.5% | +0.8% |
| 30D | +7.7% | -1.0% | +8.7% | +7.7% |
| 3M | +6.7% | +10.9% | -4.2% | +7.5% |
| 6M | +3.6% | +33.2% | -29.5% | +5.5% |
| YTD | +28.0% | +6.1% | +21.9% | +26.2% |
| 1Y | +37.6% | +30.2% | +7.4% | +41.8% |
| All | +37.6% | +32.5% | +5.1% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling