-10.9%
DOW vs WAT
+64.1%
-75.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.8% |
| 7D | -6.0% | -1.8% | -4.2% | -5.3% |
| 30D | -2.7% | -1.7% | -1.1% | -2.2% |
| 3M | -10.5% | +9.1% | -19.5% | -14.1% |
| 6M | -12.4% | +32.4% | -44.9% | -24.2% |
| YTD | +30.0% | +6.6% | +23.4% | +23.5% |
| 1Y | +27.8% | +34.7% | -6.9% | +8.5% |
| 3Y | -34.9% | +53.6% | -88.5% | -50.1% |
| 5Y | -35.9% | -4.1% | -31.8% | -38.7% |
| All | -10.9% | +64.1% | -75.0% | -50.3% |
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 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