+45.6%
C vs WAT
+32.5%
+13.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | +1.3% | -1.0% | +2.3% | +1.4% |
| 3M | +3.1% | +10.9% | -7.8% | +1.3% |
| 6M | +29.6% | +33.2% | -3.6% | +23.1% |
| YTD | +19.0% | +6.1% | +12.9% | +14.7% |
| 1Y | +45.6% | +30.2% | +15.4% | +45.1% |
| All | +45.6% | +32.5% | +13.2% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling