-24.5%
ON vs WAT
+50.1%
-74.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | +2.4% | -1.3% | +3.7% | +3.0% |
| 30D | -3.3% | +2.3% | -5.6% | -4.4% |
| 3M | -43.6% | +8.7% | -52.3% | -45.7% |
| 6M | +19.0% | +28.3% | -9.4% | +3.7% |
| YTD | +37.4% | +7.8% | +29.6% | +30.5% |
| 1Y | +54.8% | +36.6% | +18.2% | +27.0% |
| All | -24.5% | +50.1% | -74.6% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling