+9.6%
U vs WAT
+50.1%
-40.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -3.8% | -1.3% | -2.5% | -3.3% |
| 30D | +17.5% | +2.3% | +15.1% | +16.2% |
| 3M | +38.7% | +8.7% | +30.0% | +33.7% |
| 6M | +104.4% | +28.3% | +76.1% | +82.2% |
| YTD | -5.7% | +7.8% | -13.5% | -9.9% |
| 1Y | +3.7% | +36.6% | -32.9% | -12.9% |
| All | +9.6% | +50.1% | -40.5% | -24.0% |
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