+119.9%
NDAQ vs WAT
+74.7%
+45.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +0.8% | -1.1% | +1.9% | +1.0% |
| 30D | +16.5% | +5.0% | +11.6% | +15.6% |
| 3M | +13.5% | +14.5% | -1.0% | +11.0% |
| 6M | +20.9% | +30.9% | -10.0% | +15.5% |
| YTD | +11.4% | +20.5% | -9.1% | +7.5% |
| 1Y | +25.9% | +23.3% | +2.6% | +20.9% |
| 3Y | +119.9% | +81.5% | +38.4% | +92.6% |
| All | +119.9% | +74.7% | +45.1% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling