+178.4%
WMT vs WAT
+28.6%
+149.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +2.0% | +0.6% | +1.5% | +2.0% |
| 30D | +10.3% | +5.4% | +4.9% | +9.6% |
| 3M | +11.0% | +11.3% | -0.3% | +9.6% |
| 6M | -2.3% | +37.4% | -39.8% | -5.8% |
| YTD | +15.7% | +21.2% | -5.5% | +12.8% |
| 1Y | +26.0% | +21.3% | +4.6% | +22.8% |
| 3Y | +136.5% | +83.4% | +53.1% | +113.7% |
| All | +178.4% | +28.6% | +149.9% | +158.7% |
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