+485.4%
P vs WAT
+244.1%
+241.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +6.5% | -1.3% | +7.8% | +7.1% |
| 30D | +18.8% | +2.3% | +16.5% | +17.4% |
| 3M | +26.7% | +8.7% | +18.0% | +21.7% |
| 6M | +62.2% | +28.3% | +33.9% | +41.6% |
| YTD | +48.5% | +7.8% | +40.7% | +39.4% |
| 1Y | +26.4% | +36.6% | -10.2% | +4.8% |
| 3Y | +159.4% | +45.7% | +113.7% | +95.2% |
| 5Y | +275.8% | -3.3% | +279.1% | +248.2% |
| 10Y | +732.0% | +162.1% | +569.9% | +332.2% |
| All | +485.4% | +244.1% | +241.2% | +232.3% |
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