+163.6%
W vs WAT
+318.1%
-154.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.2% |
| 7D | -4.2% | -1.3% | -2.9% | -3.3% |
| 30D | -7.6% | +2.3% | -9.9% | -9.0% |
| 3M | +37.2% | +8.7% | +28.4% | +30.0% |
| 6M | +26.3% | +28.3% | -2.0% | +3.7% |
| YTD | -1.0% | +7.8% | -8.8% | -8.9% |
| 1Y | +20.1% | +36.6% | -16.5% | -9.1% |
| 3Y | +37.8% | +45.7% | -7.9% | -3.9% |
| 5Y | -63.7% | -3.3% | -60.3% | -65.4% |
| 10Y | +156.3% | +162.1% | -5.8% | +22.1% |
| All | +163.6% | +318.1% | -154.5% | -5.2% |
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