-68.8%
U vs WAT
-2.9%
-65.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | -3.8% | -1.3% | -2.5% | -3.1% |
| 30D | +17.5% | +2.3% | +15.1% | +15.7% |
| 3M | +38.7% | +8.7% | +30.0% | +31.4% |
| 6M | +104.4% | +28.3% | +76.1% | +71.9% |
| YTD | -5.7% | +7.8% | -13.5% | -12.6% |
| 1Y | +3.7% | +36.6% | -32.9% | -19.6% |
| 3Y | +12.3% | +45.7% | -33.4% | -26.1% |
| All | -68.8% | -2.9% | -65.9% | -67.1% |
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