+220.1%
C vs WAT
+232.2%
-12.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +0.7% |
| 7D | -0.9% | +6.0% | -7.0% | -3.3% |
| 30D | -5.4% | +9.9% | -15.3% | -9.1% |
| 3M | -9.2% | +17.2% | -26.3% | -15.2% |
| 6M | -1.8% | +34.2% | -36.1% | -14.0% |
| YTD | +6.7% | +25.5% | -18.8% | -5.1% |
| 1Y | +23.5% | +28.3% | -4.7% | +8.7% |
| 3Y | +219.8% | +88.4% | +131.4% | +118.1% |
| 5Y | +112.4% | +36.1% | +76.3% | +66.4% |
| 10Y | +220.1% | +234.8% | -14.7% | +56.5% |
| All | +220.1% | +232.2% | -12.1% | +56.5% |
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 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