+475.8%
NDAQ vs WAT
+228.2%
+247.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +2.9% | +3.4% | -0.5% | +1.8% |
| 30D | +17.5% | +9.6% | +7.9% | +14.1% |
| 3M | +15.4% | +15.5% | 0.0% | +10.2% |
| 6M | +24.6% | +33.9% | -9.3% | +13.2% |
| YTD | +14.4% | +25.2% | -10.8% | +4.9% |
| 1Y | +26.9% | +26.3% | +0.7% | +15.9% |
| 3Y | +119.8% | +85.8% | +34.0% | +66.1% |
| 5Y | +70.5% | +35.3% | +35.2% | +42.8% |
| 10Y | +475.8% | +231.8% | +244.0% | +232.0% |
| All | +475.8% | +228.2% | +247.6% | +232.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling