+370.6%
RF vs WAT
+11,982.1%
-11,611.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.3% |
| 7D | -1.6% | -5.6% | +4.0% | -0.1% |
| 30D | +5.0% | +3.8% | +1.2% | +3.9% |
| 3M | -10.0% | +13.3% | -23.3% | -13.2% |
| 6M | +3.3% | +32.2% | -28.9% | -4.7% |
| YTD | +7.9% | +19.3% | -11.3% | +1.5% |
| 1Y | +21.2% | +21.8% | -0.6% | +13.3% |
| 3Y | +105.8% | +73.9% | +31.9% | +70.8% |
| 5Y | +43.7% | +32.1% | +11.7% | +26.8% |
| 10Y | +289.4% | +228.2% | +61.2% | +173.9% |
| All | +370.6% | +11,982.1% | -11,611.5% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling