+49.9%
F vs WAT
+87.1%
-37.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.0% | +3.4% | -2.4% | +0.1% |
| 30D | +2.1% | +9.6% | -7.5% | -0.4% |
| 3M | -10.3% | +15.5% | -25.7% | -13.8% |
| 6M | +3.3% | +33.9% | -30.6% | -4.9% |
| YTD | -2.0% | +25.2% | -27.2% | -8.6% |
| 1Y | -2.3% | +26.3% | -28.6% | -9.2% |
| 3Y | +49.9% | +85.8% | -35.9% | +22.2% |
| All | +49.9% | +87.1% | -37.3% | +22.2% |
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