+109.3%
RF vs WAT
+73.0%
+36.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.3% |
| 7D | -1.6% | -5.6% | +4.0% | -0.2% |
| 30D | +5.0% | +3.8% | +1.2% | +3.9% |
| 3M | -10.0% | +13.3% | -23.3% | -13.1% |
| 6M | +3.3% | +32.2% | -28.9% | -4.7% |
| YTD | +7.9% | +19.3% | -11.3% | +1.7% |
| 1Y | +21.2% | +21.8% | -0.6% | +13.5% |
| All | +109.3% | +73.0% | +36.3% | +64.0% |
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