-47.1%
OPEN vs WAT
+41.4%
-88.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.2% |
| 7D | -4.3% | -1.3% | -3.0% | -3.5% |
| 30D | -16.2% | +2.3% | -18.6% | -17.2% |
| 3M | -36.4% | +8.7% | -45.1% | -39.3% |
| 6M | -35.5% | +28.3% | -63.8% | -45.0% |
| YTD | -46.0% | +7.8% | -53.7% | -48.2% |
| 1Y | -47.1% | +36.6% | -83.7% | -65.8% |
| All | -47.1% | +41.4% | -88.6% | -65.8% |
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