+8,425.0%
LOW vs WAT
+12,173.3%
-3,748.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +21.7% | +5.4% | +16.3% | +20.0% |
| 3M | +5.0% | +11.3% | -6.3% | +2.0% |
| 6M | +4.6% | +37.4% | -32.8% | -3.6% |
| YTD | -3.5% | +21.2% | -24.7% | -9.0% |
| 1Y | +0.5% | +21.3% | -20.8% | -5.2% |
| 3Y | +24.8% | +83.4% | -58.6% | +4.3% |
| 5Y | +6.5% | +29.0% | -22.5% | -4.1% |
| 10Y | +294.6% | +223.9% | +70.6% | +186.0% |
| All | +8,425.0% | +12,173.3% | -3,748.3% | +3,457.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling