+147.7%
P vs WAT
+46.1%
+101.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.6% |
| 7D | +6.5% | -1.3% | +7.8% | +6.9% |
| 30D | +18.8% | +2.3% | +16.5% | +18.1% |
| 3M | +26.7% | +8.7% | +18.0% | +23.9% |
| 6M | +62.2% | +28.3% | +33.9% | +50.3% |
| YTD | +48.5% | +7.8% | +40.7% | +44.1% |
| 1Y | +26.4% | +36.6% | -10.2% | +13.1% |
| All | +147.7% | +46.1% | +101.6% | +115.7% |
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