-41.4%
OPEN vs WAT
+82.3%
-123.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -15.0% | +0.6% | -15.6% | -15.2% |
| 30D | -40.2% | +5.4% | -45.6% | -41.8% |
| 3M | -67.4% | +11.3% | -78.7% | -69.3% |
| 6M | -74.0% | +37.4% | -111.4% | -78.2% |
| YTD | -79.6% | +21.2% | -100.8% | -81.9% |
| 1Y | -86.1% | +21.3% | -107.4% | -87.7% |
| 3Y | -41.4% | +83.4% | -124.8% | -63.9% |
| All | -41.4% | +82.3% | -123.7% | -63.9% |
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