+17.5%
P vs WAT
+32.9%
-15.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.7% | -6.7% | -5.3% |
| 7D | -19.4% | -1.9% | -17.4% | -19.1% |
| 30D | -22.3% | +6.2% | -28.6% | -22.8% |
| 3M | +33.2% | +18.1% | +15.1% | +31.0% |
| 6M | +53.6% | +54.9% | -1.3% | +47.9% |
| YTD | +66.8% | +23.1% | +43.7% | +60.7% |
| 1Y | +17.5% | +27.3% | -9.8% | +10.2% |
| All | +17.5% | +32.9% | -15.4% | +10.2% |
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