-1.0%
LOW vs WAT
+19.9%
-20.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -1.3% |
| 7D | +0.1% | +2.0% | -1.9% | -0.4% |
| 30D | +21.3% | +7.7% | +13.6% | +18.9% |
| 3M | +6.0% | +11.1% | -5.1% | +2.9% |
| 6M | +2.6% | +31.2% | -28.6% | -5.0% |
| YTD | -3.6% | +21.7% | -25.3% | -11.0% |
| 1Y | -1.0% | +19.3% | -20.3% | -7.7% |
| All | -1.0% | +19.9% | -20.8% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling