+261.5%
RF vs WAT
+232.2%
+29.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +0.4% |
| 7D | -0.1% | +6.0% | -6.2% | -2.6% |
| 30D | +7.0% | +9.9% | -2.9% | +2.6% |
| 3M | -7.0% | +17.2% | -24.2% | -13.6% |
| 6M | +6.8% | +34.2% | -27.5% | -7.0% |
| YTD | +9.9% | +25.5% | -15.6% | -2.8% |
| 1Y | +21.1% | +28.3% | -7.1% | +5.9% |
| 3Y | +119.6% | +88.4% | +31.3% | +49.2% |
| 5Y | +46.2% | +36.1% | +10.0% | +14.0% |
| 10Y | +261.5% | +234.8% | +26.7% | +83.3% |
| All | +261.5% | +232.2% | +29.3% | +83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling