+655.3%
P vs WAT
+230.7%
+424.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.9% |
| 7D | -4.7% | +0.7% | -5.4% | -4.8% |
| 30D | -31.4% | +9.0% | -40.4% | -33.8% |
| 3M | -2.6% | +13.5% | -16.1% | -7.9% |
| 6M | +21.9% | +35.3% | -13.4% | +5.4% |
| YTD | +58.9% | +24.0% | +35.0% | +40.3% |
| 1Y | +21.7% | +22.0% | -0.2% | +8.4% |
| 3Y | +193.3% | +84.0% | +109.3% | +95.5% |
| 5Y | +275.1% | +34.4% | +240.8% | +190.1% |
| 10Y | +655.3% | +231.4% | +423.9% | +249.1% |
| All | +655.3% | +230.7% | +424.6% | +249.1% |
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