+108.5%
RF vs WAT
+74.7%
+33.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.6% |
| 7D | -0.9% | -1.1% | +0.2% | -0.7% |
| 30D | +6.0% | +5.0% | +1.1% | +4.6% |
| 3M | -8.9% | +14.5% | -23.4% | -12.3% |
| 6M | +2.3% | +30.9% | -28.6% | -5.3% |
| YTD | +7.6% | +20.5% | -12.9% | +1.1% |
| 1Y | +21.2% | +23.3% | -2.1% | +13.1% |
| 3Y | +108.5% | +81.5% | +27.1% | +63.0% |
| All | +108.5% | +74.7% | +33.8% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling