+47.6%
ON vs WAT
+32.9%
+14.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -2.2% |
| 7D | -5.8% | -1.9% | -3.9% | -5.4% |
| 30D | -17.1% | +6.2% | -23.3% | -17.9% |
| 3M | -11.8% | +18.1% | -29.9% | -14.3% |
| 6M | -30.2% | +54.9% | -85.1% | -35.3% |
| YTD | +31.6% | +23.1% | +8.5% | +29.5% |
| 1Y | +47.6% | +27.3% | +20.3% | +43.4% |
| All | +47.6% | +32.9% | +14.6% | +43.4% |
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