+616.5%
T vs WAT
+12,102.7%
-11,486.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +1.0% | -1.1% | +2.1% | +1.2% |
| 30D | -10.6% | +5.0% | -15.6% | -11.3% |
| 3M | -7.7% | +14.5% | -22.2% | -9.6% |
| 6M | -13.3% | +30.9% | -44.2% | -16.8% |
| YTD | -8.8% | +20.5% | -29.2% | -12.0% |
| 1Y | -8.4% | +23.3% | -31.7% | -11.9% |
| 3Y | +59.6% | +81.5% | -21.8% | +42.1% |
| 5Y | +52.1% | +33.4% | +18.7% | +40.1% |
| 10Y | +56.9% | +231.5% | -174.6% | +25.9% |
| All | +616.5% | +12,102.7% | -11,486.1% | +328.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling