+2,926.4%
V vs WAT
+614.7%
+2,311.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -1.7% | -1.3% | -0.4% | -1.2% |
| 30D | +2.0% | +2.3% | -0.4% | +0.9% |
| 3M | +17.4% | +8.7% | +8.6% | +13.1% |
| 6M | +17.5% | +28.3% | -10.8% | +4.7% |
| YTD | +7.6% | +7.8% | -0.2% | +2.1% |
| 1Y | +7.7% | +36.6% | -28.9% | -7.8% |
| 3Y | +54.7% | +45.7% | +9.0% | +20.6% |
| 5Y | +73.0% | -3.3% | +76.4% | +58.4% |
| 10Y | +390.9% | +162.1% | +228.7% | +167.3% |
| All | +2,926.4% | +614.7% | +2,311.7% | +966.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling