+69.0%
F vs WAT
+230.7%
-161.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.5% |
| 30D | +3.3% | +9.0% | -5.7% | -0.4% |
| 3M | -11.3% | +13.5% | -24.8% | -16.0% |
| 6M | +5.3% | +35.3% | -30.0% | -7.5% |
| YTD | -2.2% | +24.0% | -26.2% | -12.1% |
| 1Y | -3.5% | +22.0% | -25.5% | -12.8% |
| 3Y | +49.5% | +84.0% | -34.5% | +6.6% |
| 5Y | -13.5% | +34.4% | -47.9% | -29.9% |
| 10Y | +69.0% | +231.4% | -162.4% | -5.6% |
| All | +69.0% | +230.7% | -161.7% | -5.6% |
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 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