-10.8%
DOW vs WAT
+65.9%
-76.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | +0.4% | +2.3% | -2.0% | -0.7% |
| 3M | -14.4% | +8.7% | -23.1% | -17.8% |
| 6M | -7.0% | +28.3% | -35.3% | -18.2% |
| YTD | +30.2% | +7.8% | +22.4% | +23.1% |
| 1Y | +29.2% | +36.6% | -7.4% | +9.0% |
| 3Y | -36.7% | +45.7% | -82.4% | -50.1% |
| 5Y | -37.7% | -3.3% | -34.4% | -40.6% |
| All | -10.8% | +65.9% | -76.8% | -50.4% |
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