-3.5%
F vs WAT
+26.7%
-30.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -0.2% | +3.4% | -3.6% | -1.0% |
| 30D | +0.9% | +9.6% | -8.7% | -1.2% |
| 3M | -11.3% | +15.5% | -26.8% | -14.3% |
| 6M | +2.0% | +33.9% | -31.9% | -4.8% |
| YTD | -3.2% | +25.2% | -28.4% | -8.5% |
| 1Y | -3.5% | +26.3% | -29.7% | -9.5% |
| All | -3.5% | +26.7% | -30.2% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling