+112.5%
NET vs WAT
-3.2%
+115.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.4% |
| 7D | -7.0% | -1.3% | -5.7% | -6.3% |
| 30D | -4.8% | +2.3% | -7.1% | -5.8% |
| 3M | +3.8% | +8.7% | -4.9% | -0.8% |
| 6M | +50.0% | +28.3% | +21.7% | +29.5% |
| YTD | +41.5% | +7.8% | +33.7% | +32.9% |
| 1Y | +32.8% | +36.6% | -3.8% | +7.4% |
| 3Y | +335.9% | +45.7% | +290.2% | +186.2% |
| All | +112.5% | -3.2% | +115.7% | +116.1% |
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