+284.7%
P vs WAT
+28.6%
+256.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +11.6% | +0.6% | +11.0% | +11.4% |
| 30D | -23.7% | +5.4% | -29.1% | -24.7% |
| 3M | -8.0% | +11.3% | -19.3% | -10.9% |
| 6M | +27.9% | +37.4% | -9.5% | +15.1% |
| YTD | +61.2% | +21.2% | +40.0% | +49.3% |
| 1Y | +28.6% | +21.3% | +7.3% | +19.2% |
| 3Y | +200.5% | +83.4% | +117.1% | +126.0% |
| All | +284.7% | +28.6% | +256.1% | +237.9% |
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