+165.4%
C vs WAT
+12,102.7%
-11,937.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -2.4% | -1.1% | -1.3% | -2.0% |
| 30D | -6.0% | +5.0% | -10.9% | -7.5% |
| 3M | -10.5% | +14.5% | -25.0% | -14.6% |
| 6M | -5.7% | +30.9% | -36.6% | -14.2% |
| YTD | +4.1% | +20.5% | -16.3% | -3.6% |
| 1Y | +20.5% | +23.3% | -2.8% | +10.6% |
| 3Y | +208.1% | +81.5% | +126.6% | +140.2% |
| 5Y | +110.4% | +33.4% | +77.0% | +78.5% |
| 10Y | +234.6% | +231.5% | +3.1% | +110.8% |
| All | +165.4% | +12,102.7% | -11,937.2% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling