+292.5%
LOW vs WAT
+223.8%
+68.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.1% |
| 7D | +0.1% | +2.0% | -1.9% | -0.6% |
| 30D | +21.3% | +7.7% | +13.6% | +17.7% |
| 3M | +6.0% | +11.1% | -5.1% | +1.4% |
| 6M | +2.6% | +31.2% | -28.6% | -8.2% |
| YTD | -3.6% | +21.7% | -25.3% | -12.3% |
| 1Y | -1.0% | +19.3% | -20.3% | -9.2% |
| 3Y | +24.2% | +80.6% | -56.4% | -8.7% |
| 5Y | +6.3% | +29.5% | -23.2% | -11.4% |
| All | +292.5% | +223.8% | +68.7% | +141.1% |
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 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