-35.9%
DOW vs WAT
-4.5%
-31.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | +2.0% | -1.0% | +2.9% | +2.2% |
| 3M | -12.5% | +10.9% | -23.4% | -15.6% |
| 6M | -9.2% | +33.2% | -42.4% | -18.6% |
| YTD | +30.8% | +6.1% | +24.7% | +26.7% |
| 1Y | +29.4% | +30.2% | -0.8% | +16.1% |
| 3Y | -34.6% | +52.9% | -87.4% | -44.6% |
| 5Y | -35.9% | -5.1% | -30.8% | -43.9% |
| All | -35.9% | -4.5% | -31.5% | -43.9% |
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