+2,658.0%
NDAQ vs WAT
+1,670.3%
+987.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | +16.3% | +9.0% | +7.3% | +12.6% |
| 3M | +15.8% | +13.5% | +2.3% | +10.2% |
| 6M | +24.8% | +35.3% | -10.5% | +10.9% |
| YTD | +14.1% | +24.0% | -9.9% | +2.9% |
| 1Y | +26.5% | +22.0% | +4.6% | +14.7% |
| 3Y | +119.1% | +84.0% | +35.1% | +61.3% |
| 5Y | +70.9% | +34.4% | +36.6% | +38.7% |
| 10Y | +479.7% | +231.4% | +248.3% | +212.2% |
| All | +2,658.0% | +1,670.3% | +987.7% | +696.9% |
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