+16,872.4%
COST vs WAT
+10,644.3%
+6,228.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -3.2% | -0.7% | -2.4% | -3.0% |
| 30D | -4.0% | -1.0% | -3.0% | -3.8% |
| 3M | -6.5% | +10.9% | -17.4% | -8.5% |
| 6M | -8.5% | +33.2% | -41.7% | -14.1% |
| YTD | +6.0% | +6.1% | -0.1% | +3.6% |
| 1Y | -5.8% | +30.2% | -36.0% | -11.8% |
| 3Y | +71.8% | +52.9% | +19.0% | +52.3% |
| 5Y | +106.2% | -5.1% | +111.4% | +98.5% |
| 10Y | +602.0% | +152.6% | +449.4% | +448.8% |
| All | +16,872.4% | +10,644.3% | +6,228.1% | +8,170.0% |
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