+8.2%
O vs WAT
+30.1%
-21.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | -0.6% | -0.7% | +0.2% | -0.6% |
| 30D | -2.0% | -1.0% | -1.0% | -2.0% |
| 3M | +3.0% | +10.9% | -7.9% | +3.1% |
| 6M | -3.6% | +33.2% | -36.8% | -3.3% |
| YTD | +12.1% | +6.1% | +6.0% | +11.5% |
| All | +8.2% | +30.1% | -21.9% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling