+43.3%
IR vs WAT
-4.5%
+47.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.1% |
| 7D | +0.6% | -0.7% | +1.4% | +0.9% |
| 30D | -13.6% | -1.0% | -12.6% | -13.3% |
| 3M | +3.7% | +10.9% | -7.2% | -0.2% |
| 6M | -13.1% | +33.2% | -46.2% | -22.4% |
| YTD | -5.1% | +6.1% | -11.2% | -8.4% |
| 1Y | -6.5% | +30.2% | -36.7% | -16.6% |
| 3Y | +8.5% | +52.9% | -44.4% | -13.5% |
| 5Y | +43.3% | -5.1% | +48.4% | +36.2% |
| All | +43.3% | -4.5% | +47.8% | +36.2% |
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 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