+7,505.4%
LOW vs WAT
+10,816.8%
-3,311.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | -7.0% | +2.3% | -9.4% | -7.6% |
| 3M | -0.9% | +8.7% | -9.6% | -3.0% |
| 6M | -20.1% | +28.3% | -48.4% | -25.2% |
| YTD | -13.9% | +7.8% | -21.7% | -16.3% |
| 1Y | -21.1% | +36.6% | -57.7% | -27.8% |
| 3Y | -6.6% | +45.7% | -52.3% | -17.4% |
| 5Y | +9.4% | -3.3% | +12.7% | +5.6% |
| 10Y | +220.5% | +162.1% | +58.4% | +143.9% |
| All | +7,505.4% | +10,816.8% | -3,311.4% | +3,172.5% |
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