+4,333.9%
WMT vs WAT
+10,816.8%
-6,482.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +3.9% | -1.3% | +5.2% | +4.1% |
| 30D | -4.4% | +2.3% | -6.7% | -4.7% |
| 3M | -8.8% | +8.7% | -17.5% | -9.9% |
| 6M | -15.6% | +28.3% | -44.0% | -18.8% |
| YTD | -3.2% | +7.8% | -11.0% | -4.8% |
| 1Y | +7.0% | +36.6% | -29.6% | +1.7% |
| 3Y | +105.3% | +45.7% | +59.6% | +90.3% |
| 5Y | +129.3% | -3.3% | +132.6% | +122.4% |
| 10Y | +423.9% | +162.1% | +261.8% | +337.5% |
| All | +4,333.9% | +10,816.8% | -6,482.9% | +2,476.2% |
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