+44.9%
IR vs WAT
+28.6%
+16.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | +9.2% | +5.4% | +3.7% | +7.0% |
| 3M | +0.9% | +11.3% | -10.4% | -3.2% |
| 6M | +19.2% | +37.4% | -18.2% | +5.5% |
| YTD | +7.5% | +21.2% | -13.7% | -1.5% |
| 1Y | +11.7% | +21.3% | -9.6% | +2.4% |
| 3Y | +23.9% | +83.4% | -59.5% | -8.5% |
| All | +44.9% | +28.6% | +16.3% | +23.1% |
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