-71.4%
OPEN vs WAT
+32.9%
-104.3%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +1.7% | +12.1% | +13.0% |
| 7D | +3.7% | -1.9% | +5.6% | +4.7% |
| 30D | -14.3% | +6.2% | -20.5% | -16.7% |
| 3M | -51.9% | +18.1% | -70.0% | -55.8% |
| 6M | -61.4% | +54.9% | -116.3% | -69.3% |
| YTD | -66.0% | +23.1% | -89.1% | -69.9% |
| 1Y | -71.4% | +27.3% | -98.7% | -77.7% |
| All | -71.4% | +32.9% | -104.3% | -77.7% |
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 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