+26.9%
ALL vs WAT
+27.0%
-0.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.4% |
| 7D | -3.9% | +6.0% | -9.9% | -3.9% |
| 30D | +10.6% | +9.9% | +0.7% | +10.4% |
| 3M | -4.6% | +17.2% | -21.7% | -5.0% |
| 6M | +20.2% | +34.2% | -14.0% | +18.6% |
| YTD | +23.7% | +25.5% | -1.8% | +24.2% |
| All | +26.9% | +27.0% | -0.1% | +26.7% |
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