+81.0%
F vs WAT
+232.2%
-151.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.5% | -1.0% |
| 7D | -0.6% | +6.0% | -6.7% | -3.0% |
| 30D | +2.9% | +9.9% | -7.0% | -1.1% |
| 3M | -9.5% | +17.2% | -26.6% | -15.3% |
| 6M | +4.0% | +34.2% | -30.2% | -8.4% |
| YTD | -1.3% | +25.5% | -26.8% | -11.7% |
| 1Y | -1.9% | +28.3% | -30.2% | -13.2% |
| 3Y | +53.5% | +88.4% | -34.9% | +8.3% |
| 5Y | -15.1% | +36.1% | -51.3% | -31.6% |
| 10Y | +81.0% | +234.8% | -153.8% | +1.0% |
| All | +81.0% | +232.2% | -151.2% | +1.0% |
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