-68.4%
U vs WAT
+32.4%
-100.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +4.9% |
| 7D | +36.6% | -1.1% | +37.7% | +37.1% |
| 30D | +13.3% | +5.0% | +8.4% | +9.7% |
| 3M | +26.2% | +14.5% | +11.7% | +15.3% |
| 6M | +88.7% | +30.9% | +57.8% | +58.4% |
| YTD | +16.6% | +20.5% | -3.9% | +0.4% |
| 1Y | +29.0% | +23.3% | +5.7% | +9.2% |
| 3Y | +99.5% | +81.5% | +18.0% | +10.2% |
| All | -68.4% | +32.4% | -100.8% | -76.0% |
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 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