-17.2%
F vs WAT
+28.6%
-45.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | 0.0% | +5.4% | -5.4% | -2.0% |
| 3M | -13.2% | +11.3% | -24.5% | -16.7% |
| 6M | -10.2% | +37.4% | -47.6% | -20.3% |
| YTD | -4.9% | +21.2% | -26.1% | -12.8% |
| 1Y | -6.1% | +21.3% | -27.4% | -13.9% |
| 3Y | +46.0% | +83.4% | -37.4% | +4.8% |
| All | -17.2% | +28.6% | -45.8% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling