+272.5%
RF vs WAT
+227.3%
+45.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.8% |
| 7D | -0.9% | -1.1% | +0.2% | -0.5% |
| 30D | +6.0% | +5.0% | +1.1% | +3.7% |
| 3M | -8.9% | +14.5% | -23.4% | -14.5% |
| 6M | +2.3% | +30.9% | -28.6% | -10.0% |
| YTD | +7.6% | +20.5% | -12.9% | -3.2% |
| 1Y | +21.2% | +23.3% | -2.1% | +7.8% |
| 3Y | +108.5% | +81.5% | +27.1% | +43.8% |
| 5Y | +43.2% | +33.4% | +9.8% | +12.3% |
| All | +272.5% | +227.3% | +45.2% | +90.9% |
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 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