-37.8%
U vs WAT
+100.0%
-137.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +4.4% | -1.8% | +6.2% | +5.4% |
| 30D | -1.3% | -1.7% | +0.4% | -0.5% |
| 3M | +49.6% | +9.1% | +40.5% | +41.7% |
| 6M | +100.2% | +32.4% | +67.8% | +66.1% |
| YTD | -3.7% | +6.6% | -10.3% | -9.9% |
| 1Y | -6.5% | +34.7% | -41.2% | -26.0% |
| 3Y | +12.9% | +53.6% | -40.7% | -25.9% |
| 5Y | -68.3% | -4.1% | -64.2% | -72.3% |
| All | -37.8% | +100.0% | -137.8% | -58.6% |
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