+200.5%
B vs WAT
+232.2%
-31.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +3.7% |
| 7D | +11.3% | +6.0% | +5.3% | +10.5% |
| 30D | +2.9% | +9.9% | -7.0% | +1.7% |
| 3M | -2.9% | +17.2% | -20.0% | -4.8% |
| 6M | -1.2% | +34.2% | -35.4% | -4.8% |
| YTD | -1.3% | +25.5% | -26.8% | -4.6% |
| 1Y | +30.4% | +28.3% | +2.2% | +25.8% |
| 3Y | +195.3% | +88.4% | +106.9% | +169.5% |
| 5Y | +146.2% | +36.1% | +110.1% | +129.6% |
| 10Y | +200.5% | +234.8% | -34.3% | +200.9% |
| All | +200.5% | +232.2% | -31.7% | +200.9% |
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 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