+24.0%
NDAQ vs WAT
+19.9%
+4.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.8% |
| 7D | +1.7% | +2.0% | -0.3% | +1.6% |
| 30D | +16.2% | +7.7% | +8.5% | +15.7% |
| 3M | +14.0% | +11.1% | +2.9% | +13.2% |
| 6M | +22.3% | +31.2% | -9.0% | +20.3% |
| YTD | +13.0% | +21.7% | -8.7% | +11.3% |
| 1Y | +24.0% | +19.3% | +4.7% | +22.6% |
| All | +24.0% | +19.9% | +4.1% | +22.6% |
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