+24.3%
P vs WAT
+19.9%
+4.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +3.8% |
| 7D | +17.8% | +2.0% | +15.8% | +17.3% |
| 30D | -29.9% | +7.7% | -37.6% | -30.3% |
| 3M | -1.2% | +11.1% | -12.2% | -2.1% |
| 6M | +32.1% | +31.2% | +0.9% | +30.2% |
| YTD | +64.3% | +21.7% | +42.6% | +58.9% |
| 1Y | +24.3% | +19.3% | +5.0% | +22.4% |
| All | +24.3% | +19.9% | +4.4% | +22.4% |
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 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