+105.5%
B vs WAT
+28.6%
+77.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -7.3% | +0.6% | -7.9% | -7.4% |
| 30D | -3.3% | +5.4% | -8.8% | -4.2% |
| 3M | -7.8% | +11.3% | -19.1% | -9.5% |
| 6M | -15.5% | +37.4% | -53.0% | -20.2% |
| YTD | -12.3% | +21.2% | -33.4% | -15.8% |
| 1Y | +5.4% | +21.3% | -16.0% | +1.0% |
| 3Y | +165.5% | +83.4% | +82.2% | +127.4% |
| All | +105.5% | +28.6% | +77.0% | +84.9% |
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