+2,579.1%
ALL vs WAT
+10,816.8%
-8,237.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | -1.5% | +2.3% | -3.8% | -2.0% |
| 3M | +23.6% | +8.7% | +14.9% | +21.2% |
| 6M | +22.3% | +28.3% | -6.0% | +15.1% |
| YTD | +26.5% | +7.8% | +18.7% | +23.1% |
| 1Y | +27.0% | +36.6% | -9.6% | +17.2% |
| 3Y | +149.6% | +45.7% | +103.9% | +120.7% |
| 5Y | +118.1% | -3.3% | +121.4% | +107.6% |
| 10Y | +369.0% | +162.1% | +206.9% | +254.6% |
| All | +2,579.1% | +10,816.8% | -8,237.7% | +1,080.9% |
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 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