+141.2%
B vs WAT
+12,580.5%
-12,439.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.9% | -6.1% |
| 7D | +7.1% | +3.4% | +3.7% | +6.8% |
| 30D | -3.3% | +9.6% | -13.0% | -4.1% |
| 3M | -2.5% | +15.5% | -18.0% | -3.7% |
| 6M | -7.2% | +33.9% | -41.1% | -9.4% |
| YTD | -7.4% | +25.2% | -32.5% | -9.3% |
| 1Y | +16.4% | +26.3% | -9.8% | +13.9% |
| 3Y | +178.7% | +85.8% | +92.9% | +162.8% |
| 5Y | +121.7% | +35.3% | +86.4% | +112.8% |
| 10Y | +208.6% | +231.8% | -23.2% | +175.8% |
| All | +141.2% | +12,580.5% | -12,439.4% | +71.7% |
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