-26.3%
U vs WAT
+135.0%
-161.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +24.4% | +3.4% | +21.0% | +21.7% |
| 30D | +7.4% | +9.6% | -2.2% | +1.5% |
| 3M | +16.8% | +15.5% | +1.3% | +6.5% |
| 6M | +78.8% | +33.9% | +44.9% | +48.9% |
| YTD | +14.0% | +25.2% | -11.2% | -3.6% |
| 1Y | +16.7% | +26.3% | -9.6% | -1.9% |
| 3Y | +86.4% | +85.8% | +0.6% | +8.0% |
| 5Y | -71.5% | +35.3% | -106.8% | -78.8% |
| All | -26.3% | +135.0% | -161.3% | -55.7% |
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