+1,714.7%
WMB vs WAT
+12,102.7%
-10,387.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -13.8% | -1.1% | -12.7% | -13.5% |
| 30D | -10.3% | +5.0% | -15.3% | -11.6% |
| 3M | -10.1% | +14.5% | -24.5% | -13.8% |
| 6M | -11.8% | +30.9% | -42.8% | -19.2% |
| YTD | +8.9% | +20.5% | -11.5% | +1.0% |
| 1Y | +14.0% | +23.3% | -9.3% | +4.8% |
| 3Y | +100.5% | +81.5% | +19.0% | +56.1% |
| 5Y | +179.5% | +33.4% | +146.1% | +133.8% |
| 10Y | +272.7% | +231.5% | +41.2% | +128.6% |
| All | +1,714.7% | +12,102.7% | -10,387.9% | +590.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling