+216.5%
C vs WAT
+86.6%
+129.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -0.4% | +0.7% | -1.1% | -0.6% |
| 30D | -5.3% | +9.0% | -14.3% | -7.2% |
| 3M | -8.0% | +13.5% | -21.5% | -10.7% |
| 6M | -0.3% | +35.3% | -35.5% | -7.3% |
| YTD | +8.6% | +24.0% | -15.3% | +2.2% |
| 1Y | +25.8% | +22.0% | +3.9% | +18.7% |
| All | +216.5% | +86.6% | +129.9% | +160.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling