+8.4%
LOW vs WAT
-4.5%
+12.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.3% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | -10.1% | -1.0% | -9.1% | -9.9% |
| 3M | -2.9% | +10.9% | -13.7% | -6.3% |
| 6M | -19.4% | +33.2% | -52.6% | -27.4% |
| YTD | -15.4% | +6.1% | -21.5% | -18.2% |
| 1Y | -24.9% | +30.2% | -55.2% | -32.8% |
| 3Y | -7.8% | +52.9% | -60.7% | -25.7% |
| 5Y | +8.4% | -5.1% | +13.5% | -4.4% |
| All | +8.4% | -4.5% | +12.8% | -4.4% |
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