+58.8%
T vs WAT
+228.2%
-169.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +2.6% | +3.4% | -0.8% | +1.9% |
| 30D | -1.1% | +9.6% | -10.7% | -2.8% |
| 3M | -7.7% | +15.5% | -23.2% | -10.3% |
| 6M | -10.6% | +33.9% | -44.5% | -15.8% |
| YTD | -7.5% | +25.2% | -32.7% | -12.3% |
| 1Y | -7.4% | +26.3% | -33.7% | -12.5% |
| 3Y | +63.1% | +85.8% | -22.7% | +33.7% |
| 5Y | +55.2% | +35.3% | +19.9% | +36.5% |
| 10Y | +58.8% | +231.8% | -173.0% | +6.5% |
| All | +58.8% | +228.2% | -169.4% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling