-71.6%
OPEN vs WAT
+115.7%
-187.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -1.5% |
| 7D | +1.0% | -0.7% | +1.7% | +1.5% |
| 30D | -11.9% | -1.0% | -10.9% | -11.1% |
| 3M | -28.8% | +10.9% | -39.7% | -33.7% |
| 6M | -38.6% | +33.2% | -71.8% | -50.4% |
| YTD | -47.3% | +6.1% | -53.4% | -50.6% |
| 1Y | -49.2% | +30.2% | -79.4% | -58.9% |
| 3Y | -18.8% | +52.9% | -71.6% | -47.1% |
| 5Y | -83.6% | -5.1% | -78.5% | -85.4% |
| All | -71.6% | +115.7% | -187.3% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling