+2,606.0%
ALL vs WAT
+12,457.3%
-9,851.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -2.6% | +0.7% | -3.3% | -2.7% |
| 30D | +12.7% | +9.0% | +3.7% | +10.6% |
| 3M | +0.4% | +13.5% | -13.1% | -2.4% |
| 6M | +23.8% | +35.3% | -11.5% | +15.5% |
| YTD | +27.8% | +24.0% | +3.8% | +20.6% |
| 1Y | +28.9% | +22.0% | +6.9% | +21.9% |
| 3Y | +113.9% | +84.0% | +29.9% | +80.0% |
| 5Y | +157.4% | +34.4% | +123.0% | +128.3% |
| 10Y | +369.0% | +231.4% | +137.6% | +238.2% |
| All | +2,606.0% | +12,457.3% | -9,851.3% | +1,056.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling