+8,414.9%
LOW vs WAT
+12,225.3%
-3,810.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.0% |
| 3M | +6.0% | +11.1% | -5.1% | +3.0% |
| 6M | +2.6% | +31.2% | -28.6% | -4.4% |
| YTD | -3.6% | +21.7% | -25.3% | -9.2% |
| 1Y | -1.0% | +19.3% | -20.3% | -6.2% |
| 3Y | +24.2% | +80.6% | -56.4% | +4.2% |
| 5Y | +6.3% | +29.5% | -23.2% | -4.3% |
| 10Y | +294.1% | +225.3% | +68.8% | +185.3% |
| All | +8,414.9% | +12,225.3% | -3,810.4% | +3,449.2% |
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