+53.9%
F vs WAT
-3.2%
+57.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +5.3% | -1.3% | +6.6% | +5.8% |
| 30D | +4.6% | +2.3% | +2.2% | +3.8% |
| 3M | -3.7% | +8.7% | -12.4% | -6.7% |
| 6M | +16.8% | +28.3% | -11.5% | +6.0% |
| YTD | +15.3% | +7.8% | +7.5% | +10.9% |
| 1Y | +31.0% | +36.6% | -5.6% | +15.0% |
| 3Y | +45.4% | +45.7% | -0.2% | +17.1% |
| All | +53.9% | -3.2% | +57.2% | +26.0% |
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