+67.7%
T vs WAT
-3.2%
+70.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | +11.4% | +2.3% | +9.0% | +11.2% |
| 3M | +14.3% | +8.7% | +5.5% | +13.5% |
| 6M | -9.3% | +28.3% | -37.6% | -11.3% |
| YTD | +7.1% | +7.8% | -0.7% | +6.2% |
| 1Y | -9.1% | +36.6% | -45.7% | -12.2% |
| 3Y | +105.3% | +45.7% | +59.7% | +90.5% |
| All | +67.7% | -3.2% | +70.9% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling