+145.0%
ALL vs WAT
+32.4%
+112.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.6% |
| 7D | -1.9% | -1.1% | -0.8% | -1.8% |
| 30D | +13.8% | +5.0% | +8.8% | +13.0% |
| 3M | -7.0% | +14.5% | -21.5% | -8.6% |
| 6M | +18.0% | +30.9% | -12.9% | +13.7% |
| YTD | +24.2% | +20.5% | +3.7% | +20.6% |
| 1Y | +31.2% | +23.3% | +7.9% | +26.9% |
| 3Y | +107.5% | +81.5% | +26.1% | +81.9% |
| All | +145.0% | +32.4% | +112.6% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling