+227.1%
LOW vs WAT
+166.5%
+60.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -2.6% | -2.9% | +0.3% | -1.5% |
| 30D | -11.1% | -3.2% | -7.9% | -10.1% |
| 3M | -8.5% | +10.6% | -19.1% | -12.1% |
| 6M | -20.8% | +34.0% | -54.9% | -30.0% |
| YTD | -17.2% | +5.7% | -23.0% | -20.3% |
| 1Y | -24.7% | +37.1% | -61.8% | -35.0% |
| 3Y | -9.7% | +52.4% | -62.1% | -28.9% |
| 5Y | +6.0% | -4.4% | +10.4% | +0.3% |
| All | +227.1% | +166.5% | +60.6% | +104.8% |
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