+205.4%
C vs WAT
+10,816.8%
-10,611.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +3.6% | -1.3% | +4.9% | +4.0% |
| 30D | +0.1% | +2.3% | -2.3% | -0.8% |
| 3M | +2.4% | +8.7% | -6.3% | -0.6% |
| 6M | +24.9% | +28.3% | -3.4% | +14.1% |
| YTD | +19.8% | +7.8% | +12.0% | +15.2% |
| 1Y | +44.9% | +36.6% | +8.3% | +28.1% |
| 3Y | +263.0% | +45.7% | +217.3% | +204.0% |
| 5Y | +129.5% | -3.3% | +132.8% | +116.2% |
| 10Y | +291.6% | +162.1% | +129.5% | +164.8% |
| All | +205.4% | +10,816.8% | -10,611.4% | +7.2% |
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