-93.6%
OPEN vs WAT
+32.4%
-126.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.0% | -22.8% | -22.5% |
| 7D | -22.2% | -1.1% | -21.1% | -21.6% |
| 30D | -38.3% | +5.0% | -43.3% | -40.5% |
| 3M | -59.4% | +14.5% | -73.8% | -63.2% |
| 6M | -74.4% | +30.9% | -105.3% | -79.1% |
| YTD | -76.0% | +20.5% | -96.5% | -79.6% |
| 1Y | -78.7% | +23.3% | -101.9% | -82.1% |
| 3Y | -30.0% | +81.5% | -111.5% | -63.2% |
| All | -93.6% | +32.4% | -126.0% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling