+278.8%
WMB vs WAT
-3.2%
+282.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +0.6% | -1.3% | +1.9% | +0.7% |
| 30D | +3.3% | +2.3% | +0.9% | +3.0% |
| 3M | +3.1% | +8.7% | -5.6% | +2.2% |
| 6M | -0.7% | +28.3% | -29.0% | -3.7% |
| YTD | +25.2% | +7.8% | +17.4% | +23.5% |
| 1Y | +32.9% | +36.6% | -3.7% | +26.7% |
| 3Y | +140.6% | +45.7% | +94.9% | +119.7% |
| All | +278.8% | -3.2% | +282.0% | +247.5% |
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 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