+193.4%
B vs WAT
+153.6%
+39.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | +1.4% | -1.0% | +2.3% | +1.5% |
| 3M | +12.2% | +10.9% | +1.3% | +10.8% |
| 6M | -2.1% | +33.2% | -35.3% | -5.4% |
| YTD | +2.9% | +6.1% | -3.1% | +1.7% |
| 1Y | +55.3% | +30.2% | +25.1% | +49.9% |
| 3Y | +198.7% | +52.9% | +145.8% | +179.8% |
| 5Y | +153.8% | -5.1% | +158.9% | +144.0% |
| 10Y | +193.4% | +152.6% | +40.8% | +189.3% |
| All | +193.4% | +153.6% | +39.8% | +189.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling