+367.1%
ALL vs WAT
+234.0%
+133.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | -0.1% | +3.4% | -3.5% | -0.9% |
| 30D | +13.8% | +9.6% | +4.2% | +11.3% |
| 3M | -2.8% | +15.5% | -18.2% | -6.2% |
| 6M | +23.7% | +33.9% | -10.2% | +14.6% |
| YTD | +27.3% | +25.2% | +2.1% | +19.0% |
| 1Y | +30.5% | +26.3% | +4.3% | +21.7% |
| 3Y | +113.0% | +85.8% | +27.2% | +68.9% |
| 5Y | +157.6% | +35.3% | +122.3% | +121.8% |
| All | +367.1% | +234.0% | +133.1% | +198.2% |
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