+340.4%
RF vs WAT
+161.1%
+179.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +1.3% | -1.3% | +2.6% | +1.9% |
| 30D | -3.6% | +2.3% | -6.0% | -4.7% |
| 3M | +8.1% | +8.7% | -0.7% | +3.8% |
| 6M | +11.5% | +28.3% | -16.8% | -1.5% |
| YTD | +15.6% | +7.8% | +7.8% | +9.5% |
| 1Y | +15.7% | +36.6% | -20.9% | -2.3% |
| 3Y | +86.9% | +45.7% | +41.2% | +44.1% |
| 5Y | +89.8% | -3.3% | +93.1% | +77.0% |
| All | +340.4% | +161.1% | +179.4% | +142.1% |
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