+100.5%
WMB vs WAT
+74.7%
+25.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -13.8% | -1.1% | -12.7% | -13.8% |
| 30D | -10.3% | +5.0% | -15.3% | -10.4% |
| 3M | -10.1% | +14.5% | -24.5% | -10.3% |
| 6M | -11.8% | +30.9% | -42.8% | -12.4% |
| YTD | +8.9% | +20.5% | -11.5% | +8.2% |
| 1Y | +14.0% | +23.3% | -9.3% | +13.1% |
| 3Y | +100.5% | +81.5% | +19.0% | +91.3% |
| All | +100.5% | +74.7% | +25.8% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling