+15.2%
D vs WAT
+32.4%
-17.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | +3.0% | -1.1% | +4.1% | +3.1% |
| 30D | +11.5% | +5.0% | +6.5% | +10.6% |
| 3M | +3.7% | +14.5% | -10.8% | +1.4% |
| 6M | +13.5% | +30.9% | -17.4% | +8.5% |
| YTD | +20.7% | +20.5% | +0.2% | +16.4% |
| 1Y | +18.2% | +23.3% | -5.1% | +13.4% |
| 3Y | +73.3% | +81.5% | -8.2% | +49.3% |
| All | +15.2% | +32.4% | -17.2% | +4.6% |
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