+112.4%
C vs WAT
+31.1%
+81.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | +4.7% | +2.0% | +2.7% | +4.1% |
| 30D | +0.2% | +7.7% | -7.5% | -2.0% |
| 3M | -9.3% | +11.1% | -20.4% | -12.2% |
| 6M | -0.8% | +31.2% | -32.1% | -8.8% |
| YTD | +8.5% | +21.7% | -13.2% | +1.1% |
| 1Y | +23.1% | +19.3% | +3.8% | +15.3% |
| 3Y | +220.8% | +80.6% | +140.2% | +150.5% |
| 5Y | +112.4% | +29.5% | +82.9% | +78.4% |
| All | +112.4% | +31.1% | +81.3% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling