+32.6%
NET vs WAT
+34.4%
-1.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -3.4% |
| 7D | -16.4% | -1.9% | -14.4% | -15.4% |
| 30D | -25.8% | +6.2% | -32.1% | -28.0% |
| 3M | -11.5% | +18.1% | -29.6% | -18.6% |
| 6M | +18.9% | +54.9% | -36.0% | -5.6% |
| YTD | +35.2% | +23.1% | +12.1% | +18.9% |
| 1Y | +14.5% | +27.3% | -12.8% | -1.5% |
| 3Y | +313.8% | +79.5% | +234.3% | +135.6% |
| 5Y | +32.6% | +35.0% | -2.4% | +1.8% |
| All | +32.6% | +34.4% | -1.9% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling