-68.9%
XYZ vs WAT
-3.2%
-65.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -1.0% | -1.3% | +0.3% | -0.2% |
| 30D | -1.7% | +2.3% | -4.1% | -2.9% |
| 3M | +16.7% | +8.7% | +8.0% | +11.0% |
| 6M | +26.9% | +28.3% | -1.5% | +8.4% |
| YTD | +27.1% | +7.8% | +19.4% | +19.2% |
| 1Y | +9.3% | +36.6% | -27.3% | -12.6% |
| 3Y | +42.3% | +45.7% | -3.4% | -5.7% |
| All | -68.9% | -3.2% | -65.6% | -72.4% |
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