+146.2%
B vs WAT
+35.9%
+110.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +3.4% |
| 7D | +11.3% | +6.0% | +5.3% | +10.1% |
| 30D | +2.9% | +9.9% | -7.0% | +1.2% |
| 3M | -2.9% | +17.2% | -20.0% | -5.6% |
| 6M | -1.2% | +34.2% | -35.4% | -6.3% |
| YTD | -1.3% | +25.5% | -26.8% | -5.9% |
| 1Y | +30.4% | +28.3% | +2.2% | +23.8% |
| 3Y | +195.3% | +88.4% | +106.9% | +151.8% |
| 5Y | +146.2% | +36.1% | +110.1% | +120.5% |
| All | +146.2% | +35.9% | +110.3% | +120.5% |
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 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