+151.5%
EXC vs WAT
+153.6%
-2.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | +1.2% | -0.7% | +2.0% | +1.4% |
| 30D | -2.7% | -1.0% | -1.8% | -2.6% |
| 3M | -1.0% | +10.9% | -11.9% | -3.3% |
| 6M | -9.3% | +33.2% | -42.4% | -15.5% |
| YTD | +3.6% | +6.1% | -2.5% | +1.2% |
| 1Y | +5.9% | +30.2% | -24.3% | -2.1% |
| 3Y | +21.3% | +52.9% | -31.6% | +1.3% |
| 5Y | +46.2% | -5.1% | +51.3% | +40.9% |
| 10Y | +151.5% | +152.6% | -1.1% | +69.1% |
| All | +151.5% | +153.6% | -2.2% | +69.1% |
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