+43.8%
EXC vs WAT
+32.4%
+11.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.0% |
| 7D | -1.2% | -1.1% | -0.1% | -1.1% |
| 30D | +10.0% | +5.0% | +5.0% | +9.4% |
| 3M | +1.6% | +14.5% | -12.9% | +0.3% |
| 6M | +3.3% | +30.9% | -27.7% | +0.5% |
| YTD | +7.6% | +20.5% | -12.9% | +5.5% |
| 1Y | +3.5% | +23.3% | -19.8% | +1.1% |
| 3Y | +27.7% | +81.5% | -53.8% | +12.5% |
| All | +43.8% | +32.4% | +11.5% | +35.3% |
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 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