+533.2%
XYZ vs WAT
+210.4%
+322.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | -1.0% | -1.3% | +0.3% | -0.1% |
| 30D | -1.7% | +2.3% | -4.1% | -3.0% |
| 3M | +16.7% | +8.7% | +8.0% | +10.6% |
| 6M | +26.9% | +28.3% | -1.5% | +7.2% |
| YTD | +27.1% | +7.8% | +19.4% | +18.4% |
| 1Y | +9.3% | +36.6% | -27.3% | -13.4% |
| 3Y | +42.3% | +45.7% | -3.4% | -2.1% |
| 5Y | -69.3% | -3.3% | -66.0% | -71.8% |
| 10Y | +586.8% | +162.1% | +424.7% | +237.0% |
| All | +533.2% | +210.4% | +322.8% | +174.5% |
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