-4.4%
ON vs WAT
+74.7%
-79.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -11.7% | -1.1% | -10.6% | -11.1% |
| 30D | -23.3% | +5.0% | -28.2% | -24.7% |
| 3M | -19.2% | +14.5% | -33.7% | -23.8% |
| 6M | -40.1% | +30.9% | -71.1% | -47.1% |
| YTD | +16.9% | +20.5% | -3.6% | +6.3% |
| 1Y | +29.7% | +23.3% | +6.4% | +16.3% |
| 3Y | -4.4% | +81.5% | -85.9% | -30.4% |
| All | -4.4% | +74.7% | -79.1% | -30.4% |
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 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