+43.5%
F vs WAT
+74.7%
-31.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +1.6% | -1.1% | +2.7% | +1.8% |
| 30D | +2.6% | +5.0% | -2.3% | +1.2% |
| 3M | -8.8% | +14.5% | -23.3% | -12.2% |
| 6M | +4.6% | +30.9% | -26.3% | -3.0% |
| YTD | -1.9% | +20.5% | -22.4% | -7.6% |
| 1Y | -0.8% | +23.3% | -24.1% | -7.2% |
| 3Y | +43.5% | +81.5% | -38.0% | +16.5% |
| All | +43.5% | +74.7% | -31.2% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling