+122.2%
ALL vs WAT
-3.2%
+125.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -1.5% | +2.3% | -3.8% | -1.8% |
| 3M | +23.6% | +8.7% | +14.9% | +22.2% |
| 6M | +22.3% | +28.3% | -6.0% | +17.8% |
| YTD | +26.5% | +7.8% | +18.7% | +24.7% |
| 1Y | +27.0% | +36.6% | -9.6% | +20.8% |
| 3Y | +149.6% | +45.7% | +103.9% | +128.1% |
| All | +122.2% | -3.2% | +125.5% | +109.9% |
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