+7.1%
LOW vs WAT
+28.6%
-21.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | +21.7% | +5.4% | +16.3% | +19.4% |
| 3M | +5.0% | +11.3% | -6.3% | +0.9% |
| 6M | +4.6% | +37.4% | -32.8% | -6.7% |
| YTD | -3.5% | +21.2% | -24.7% | -11.1% |
| 1Y | +0.5% | +21.3% | -20.8% | -7.4% |
| 3Y | +24.8% | +83.4% | -58.6% | -6.6% |
| All | +7.1% | +28.6% | -21.5% | -8.6% |
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