+3,891.8%
O vs WAT
+10,816.8%
-6,925.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -0.7% | -1.3% | +0.5% | -0.5% |
| 30D | -1.9% | +2.3% | -4.2% | -2.3% |
| 3M | +3.8% | +8.7% | -4.9% | +2.3% |
| 6M | -4.7% | +28.3% | -33.1% | -9.1% |
| YTD | +12.5% | +7.8% | +4.7% | +10.1% |
| 1Y | +10.8% | +36.6% | -25.8% | +4.1% |
| 3Y | +28.8% | +45.7% | -16.9% | +17.4% |
| 5Y | +13.2% | -3.3% | +16.5% | +9.2% |
| 10Y | +53.5% | +162.1% | -108.6% | +24.9% |
| All | +3,891.8% | +10,816.8% | -6,925.0% | +2,265.2% |
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 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