+356.1%
ALL vs WAT
+153.6%
+202.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -4.7% | -1.0% | -3.7% | -4.5% |
| 3M | +18.4% | +10.9% | +7.5% | +15.2% |
| 6M | +20.5% | +33.2% | -12.7% | +11.3% |
| YTD | +23.5% | +6.1% | +17.5% | +20.4% |
| 1Y | +29.0% | +30.2% | -1.3% | +18.8% |
| 3Y | +153.7% | +52.9% | +100.8% | +111.8% |
| 5Y | +114.8% | -5.1% | +119.9% | +107.1% |
| 10Y | +356.1% | +152.6% | +203.5% | +207.0% |
| All | +356.1% | +153.6% | +202.5% | +207.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling