+261.0%
F vs WAT
+12,102.7%
-11,841.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | -8.8% | +14.5% | -23.3% | -12.0% |
| 6M | +4.6% | +30.9% | -26.3% | -2.7% |
| YTD | -1.9% | +20.5% | -22.4% | -7.5% |
| 1Y | -0.8% | +23.3% | -24.1% | -7.0% |
| 3Y | +43.5% | +81.5% | -38.0% | +19.4% |
| 5Y | -12.1% | +33.4% | -45.4% | -21.4% |
| 10Y | +83.6% | +231.5% | -147.9% | +31.6% |
| All | +261.0% | +12,102.7% | -11,841.7% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling