+131.7%
WMT vs WAT
-4.5%
+136.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -0.2% | -1.8% | +1.5% | -0.1% |
| 30D | -5.8% | -1.7% | -4.1% | -5.7% |
| 3M | -10.8% | +9.1% | -19.8% | -11.6% |
| 6M | -14.3% | +32.4% | -46.8% | -17.3% |
| YTD | -4.4% | +6.6% | -11.0% | -5.4% |
| 1Y | +4.3% | +34.7% | -30.4% | +0.1% |
| 3Y | +100.1% | +53.6% | +46.5% | +84.5% |
| All | +131.7% | -4.5% | +136.2% | +125.0% |
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