+469.1%
P vs WAT
+284.6%
+184.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.1% |
| 7D | -23.8% | -1.1% | -22.7% | -23.1% |
| 30D | -36.6% | +5.0% | -41.6% | -37.7% |
| 3M | +10.9% | +14.5% | -3.6% | +4.6% |
| 6M | +30.0% | +30.9% | -0.9% | +14.3% |
| YTD | +44.4% | +20.5% | +23.9% | +29.5% |
| 1Y | +3.9% | +23.3% | -19.4% | -7.9% |
| 3Y | +176.6% | +81.5% | +95.1% | +87.9% |
| 5Y | +249.3% | +33.4% | +215.9% | +172.4% |
| 10Y | +726.9% | +231.5% | +495.4% | +298.4% |
| All | +469.1% | +284.6% | +184.5% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling