+20,558.3%
COST vs WAT
+12,173.3%
+8,384.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +5.0% | +0.6% | +4.4% | +4.9% |
| 30D | +12.8% | +5.4% | +7.4% | +11.5% |
| 3M | +15.2% | +11.3% | +3.9% | +12.6% |
| 6M | +7.4% | +37.4% | -30.0% | +0.6% |
| YTD | +29.0% | +21.2% | +7.9% | +22.8% |
| 1Y | +20.3% | +21.3% | -1.1% | +14.3% |
| 3Y | +99.0% | +83.4% | +15.6% | +70.3% |
| 5Y | +125.7% | +29.0% | +96.7% | +104.7% |
| 10Y | +775.3% | +223.9% | +551.4% | +553.4% |
| All | +20,558.3% | +12,173.3% | +8,384.9% | +9,697.3% |
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