+46.4%
RF vs WAT
+28.6%
+17.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +1.9% | +0.6% | +1.4% | +1.7% |
| 30D | +7.3% | +5.4% | +1.9% | +5.4% |
| 3M | -7.9% | +11.3% | -19.2% | -11.3% |
| 6M | +10.5% | +37.4% | -26.9% | -1.0% |
| YTD | +9.6% | +21.2% | -11.5% | +1.5% |
| 1Y | +20.3% | +21.3% | -1.0% | +11.2% |
| 3Y | +119.5% | +83.4% | +36.2% | +66.6% |
| All | +46.4% | +28.6% | +17.8% | +18.5% |
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