+76.2%
O vs WAT
+222.4%
-146.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +7.1% | +5.4% | +1.7% | +5.7% |
| 3M | -5.2% | +11.3% | -16.5% | -7.8% |
| 6M | -1.8% | +37.4% | -39.2% | -9.4% |
| YTD | +9.1% | +21.2% | -12.1% | +2.7% |
| 1Y | +9.7% | +21.3% | -11.7% | +3.2% |
| 3Y | +39.1% | +83.4% | -44.2% | +10.7% |
| 5Y | +8.4% | +29.0% | -20.6% | -5.4% |
| All | +76.2% | +222.4% | -146.3% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling