+23.1%
C vs WAT
+19.9%
+3.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | +4.7% | +2.0% | +2.7% | +4.2% |
| 30D | +0.2% | +7.7% | -7.5% | -1.4% |
| 3M | -9.3% | +11.1% | -20.4% | -11.3% |
| 6M | -0.8% | +31.2% | -32.1% | -6.8% |
| YTD | +8.5% | +21.7% | -13.2% | +1.8% |
| 1Y | +23.1% | +19.3% | +3.8% | +16.1% |
| All | +23.1% | +19.9% | +3.2% | +16.1% |
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