+86.4%
F vs WAT
+153.6%
-67.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.7% | -3.6% |
| 7D | +1.2% | -0.7% | +1.9% | +1.5% |
| 30D | +1.2% | -1.0% | +2.2% | +1.7% |
| 3M | -5.7% | +10.9% | -16.5% | -9.7% |
| 6M | +17.9% | +33.2% | -15.2% | +3.9% |
| YTD | +10.4% | +6.1% | +4.3% | +6.1% |
| 1Y | +25.3% | +30.2% | -4.9% | +10.2% |
| 3Y | +37.5% | +52.9% | -15.4% | +6.4% |
| 5Y | +46.5% | -5.1% | +51.6% | +38.3% |
| 10Y | +86.4% | +152.6% | -66.2% | +13.1% |
| All | +86.4% | +153.6% | -67.2% | +13.1% |
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