+3,785.3%
O vs WAT
+12,102.7%
-8,317.3%
-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% | -1.8% | -0.9% |
| 7D | +3.7% | -1.1% | +4.8% | +3.9% |
| 30D | +11.2% | +5.0% | +6.2% | +10.2% |
| 3M | -4.0% | +14.5% | -18.5% | -6.2% |
| 6M | -5.2% | +30.9% | -36.2% | -9.6% |
| YTD | +9.5% | +20.5% | -11.0% | +5.2% |
| 1Y | +10.6% | +23.3% | -12.7% | +5.8% |
| 3Y | +38.1% | +81.5% | -43.4% | +21.4% |
| 5Y | +10.2% | +33.4% | -23.2% | +0.9% |
| 10Y | +71.4% | +231.5% | -160.1% | +34.8% |
| All | +3,785.3% | +12,102.7% | -8,317.3% | +2,158.7% |
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