-86.8%
OPEN vs WAT
+19.9%
-106.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.8% | -7.7% | -8.7% |
| 7D | -31.0% | +2.0% | -33.0% | -31.7% |
| 30D | -41.5% | +7.7% | -49.2% | -43.3% |
| 3M | -64.6% | +11.1% | -75.7% | -66.3% |
| 6M | -73.8% | +31.2% | -105.0% | -76.9% |
| YTD | -78.8% | +21.7% | -100.5% | -81.2% |
| 1Y | -86.8% | +19.3% | -106.1% | -88.0% |
| All | -86.8% | +19.9% | -106.7% | -88.0% |
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 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