+71.5%
T vs WAT
+155.0%
-83.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | +7.6% | -1.0% | +8.6% | +7.7% |
| 3M | +15.3% | +10.9% | +4.4% | +12.9% |
| 6M | -8.5% | +33.2% | -41.6% | -14.1% |
| YTD | +6.8% | +6.1% | +0.7% | +4.5% |
| 1Y | -7.2% | +30.2% | -37.5% | -13.4% |
| 3Y | +108.2% | +52.9% | +55.4% | +77.9% |
| 5Y | +66.1% | -5.1% | +71.2% | +60.6% |
| All | +71.5% | +155.0% | -83.6% | +14.2% |
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