+26.9%
NDAQ vs WAT
+26.7%
+0.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +2.9% | +3.4% | -0.5% | +2.6% |
| 30D | +17.5% | +9.6% | +7.9% | +16.8% |
| 3M | +15.4% | +15.5% | 0.0% | +14.3% |
| 6M | +24.6% | +33.9% | -9.3% | +22.4% |
| YTD | +14.4% | +25.2% | -10.8% | +12.5% |
| 1Y | +26.9% | +26.3% | +0.7% | +24.5% |
| All | +26.9% | +26.7% | +0.2% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling