+1,218.0%
D vs WAT
+10,816.8%
-9,598.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | -3.6% | +2.3% | -5.9% | -3.9% |
| 3M | -1.0% | +8.7% | -9.7% | -2.1% |
| 6M | +6.3% | +28.3% | -22.0% | +2.7% |
| YTD | +14.7% | +7.8% | +6.9% | +13.0% |
| 1Y | +16.9% | +36.6% | -19.7% | +11.7% |
| 3Y | +56.8% | +45.7% | +11.1% | +46.9% |
| 5Y | +5.2% | -3.3% | +8.5% | +2.5% |
| 10Y | +35.9% | +162.1% | -126.2% | +17.6% |
| All | +1,218.0% | +10,816.8% | -9,598.8% | +843.4% |
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