+1,349.6%
EXC vs WAT
+12,102.7%
-10,753.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | -1.2% | -1.1% | -0.1% | -1.1% |
| 30D | +10.0% | +5.0% | +5.0% | +9.3% |
| 3M | +1.6% | +14.5% | -12.9% | -0.1% |
| 6M | +3.3% | +30.9% | -27.7% | -0.3% |
| YTD | +7.6% | +20.5% | -12.9% | +4.3% |
| 1Y | +3.5% | +23.3% | -19.8% | 0.0% |
| 3Y | +27.7% | +81.5% | -53.8% | +15.5% |
| 5Y | +41.1% | +33.4% | +7.7% | +31.7% |
| 10Y | +178.2% | +231.5% | -53.3% | +132.9% |
| All | +1,349.6% | +12,102.7% | -10,753.1% | +1,043.6% |
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