+428.1%
WMT vs WAT
+170.9%
+257.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +1.1% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -7.4% | -1.9% | -5.5% | -7.1% |
| 3M | -10.9% | +13.5% | -24.4% | -12.7% |
| 6M | -12.7% | +37.2% | -49.9% | -17.5% |
| YTD | -3.2% | +7.5% | -10.7% | -5.0% |
| 1Y | +5.3% | +35.0% | -29.7% | -1.0% |
| 3Y | +101.9% | +55.1% | +46.8% | +79.4% |
| 5Y | +134.6% | -2.8% | +137.4% | +127.5% |
| All | +428.1% | +170.9% | +257.1% | +293.3% |
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 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