-7.4%
T vs WAT
+26.7%
-34.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.6% |
| 7D | +2.6% | +3.4% | -0.8% | +2.8% |
| 30D | -1.1% | +9.6% | -10.7% | -0.4% |
| 3M | -7.7% | +15.5% | -23.2% | -6.9% |
| 6M | -10.6% | +33.9% | -44.5% | -9.3% |
| YTD | -7.5% | +25.2% | -32.7% | -6.2% |
| 1Y | -7.4% | +26.3% | -33.7% | -6.8% |
| All | -7.4% | +26.7% | -34.1% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling