+46.0%
RF vs WAT
+36.4%
+9.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | +0.3% | +3.4% | -3.0% | -0.7% |
| 30D | +6.2% | +9.6% | -3.4% | +3.1% |
| 3M | -7.8% | +15.5% | -23.3% | -12.2% |
| 6M | +5.9% | +33.9% | -28.0% | -4.2% |
| YTD | +9.0% | +25.2% | -16.2% | -0.1% |
| 1Y | +19.3% | +26.3% | -7.0% | +8.9% |
| 3Y | +116.4% | +85.8% | +30.6% | +64.3% |
| 5Y | +46.0% | +35.3% | +10.8% | +18.3% |
| All | +46.0% | +36.4% | +9.6% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling