-1.4%
DOW vs WAT
+90.9%
-92.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.7% |
| 7D | -0.5% | +0.7% | -1.2% | -0.9% |
| 30D | +15.7% | +9.0% | +6.7% | +11.5% |
| 3M | +5.3% | +13.5% | -8.2% | -0.5% |
| 6M | -14.2% | +35.3% | -49.5% | -25.2% |
| YTD | +43.9% | +24.0% | +19.9% | +28.1% |
| 1Y | +53.1% | +22.0% | +31.1% | +37.3% |
| 3Y | -21.8% | +84.0% | -105.8% | -44.4% |
| 5Y | -28.3% | +34.4% | -62.7% | -42.6% |
| All | -1.4% | +90.9% | -92.3% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling