+183.8%
EXC vs WAT
+232.2%
-48.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -0.8% |
| 7D | -1.7% | +6.0% | -7.8% | -3.0% |
| 30D | +9.3% | +9.9% | -0.6% | +7.0% |
| 3M | +1.0% | +17.2% | -16.1% | -2.5% |
| 6M | +5.9% | +34.2% | -28.3% | -1.0% |
| YTD | +7.6% | +25.5% | -17.9% | +1.2% |
| 1Y | +2.4% | +28.3% | -25.8% | -4.3% |
| 3Y | +30.2% | +88.4% | -58.1% | +3.3% |
| 5Y | +41.4% | +36.1% | +5.2% | +22.0% |
| 10Y | +183.8% | +234.8% | -51.0% | +81.2% |
| All | +183.8% | +232.2% | -48.4% | +81.2% |
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