-63.8%
XYZ vs WAT
+31.1%
-94.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.0% |
| 7D | -2.1% | +2.0% | -4.1% | -3.2% |
| 30D | +7.0% | +7.7% | -0.7% | +2.6% |
| 3M | +5.1% | +11.1% | -6.0% | -1.1% |
| 6M | +14.1% | +31.2% | -17.2% | -2.9% |
| YTD | +26.4% | +21.7% | +4.7% | +10.5% |
| 1Y | +25.1% | +19.3% | +5.8% | +10.5% |
| 3Y | +59.7% | +80.6% | -20.9% | -10.1% |
| 5Y | -63.8% | +29.5% | -93.3% | -73.4% |
| All | -63.8% | +31.1% | -94.9% | -73.4% |
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