+3,818.2%
O vs WAT
+12,580.5%
-8,762.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.5% | +3.4% | +0.2% | +3.0% |
| 30D | +10.4% | +9.6% | +0.8% | +8.7% |
| 3M | -2.4% | +15.5% | -17.9% | -4.8% |
| 6M | -1.2% | +33.9% | -35.1% | -6.1% |
| YTD | +10.4% | +25.2% | -14.8% | +5.4% |
| 1Y | +11.4% | +26.3% | -14.8% | +6.2% |
| 3Y | +40.4% | +85.8% | -45.4% | +23.0% |
| 5Y | +12.1% | +35.3% | -23.1% | +2.4% |
| 10Y | +82.7% | +231.8% | -149.1% | +43.5% |
| All | +3,818.2% | +12,580.5% | -8,762.3% | +2,163.7% |
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