+59.6%
T vs WAT
+74.7%
-15.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | +1.0% | -1.1% | +2.1% | +1.0% |
| 30D | -10.6% | +5.0% | -15.6% | -10.6% |
| 3M | -7.7% | +14.5% | -22.2% | -7.7% |
| 6M | -13.3% | +30.9% | -44.2% | -13.3% |
| YTD | -8.8% | +20.5% | -29.2% | -8.6% |
| 1Y | -8.4% | +23.3% | -31.7% | -8.3% |
| 3Y | +59.6% | +81.5% | -21.8% | +55.2% |
| All | +59.6% | +74.7% | -15.1% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling