+40.5%
ALL vs WAT
+32.9%
+7.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.9% |
| 7D | +7.5% | -1.9% | +9.5% | +7.6% |
| 30D | +19.7% | +6.2% | +13.5% | +19.6% |
| 3M | +2.9% | +18.1% | -15.2% | +2.4% |
| 6M | +23.5% | +54.9% | -31.4% | +19.7% |
| YTD | +31.1% | +23.1% | +8.0% | +31.7% |
| 1Y | +40.5% | +27.3% | +13.2% | +40.3% |
| All | +40.5% | +32.9% | +7.5% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling