+345.2%
IR vs WAT
+176.7%
+168.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +2.9% |
| 7D | +5.0% | +6.0% | -1.0% | +2.4% |
| 30D | +10.3% | +9.9% | +0.4% | +5.8% |
| 3M | -0.1% | +17.2% | -17.2% | -7.0% |
| 6M | +14.8% | +34.2% | -19.5% | +0.3% |
| YTD | +9.7% | +25.5% | -15.8% | -2.5% |
| 1Y | +12.2% | +28.3% | -16.0% | -1.2% |
| 3Y | +30.0% | +88.4% | -58.4% | -9.8% |
| 5Y | +46.8% | +36.1% | +10.7% | +17.1% |
| All | +345.2% | +176.7% | +168.4% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling