+196.2%
W vs WAT
+367.3%
-171.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.2% |
| 7D | -3.6% | -1.1% | -2.5% | -2.7% |
| 30D | +7.0% | +5.0% | +2.0% | +3.4% |
| 3M | +7.4% | +14.5% | -7.1% | -2.5% |
| 6M | +69.3% | +30.9% | +38.4% | +39.8% |
| YTD | +11.3% | +20.5% | -9.2% | -5.5% |
| 1Y | +13.2% | +23.3% | -10.1% | -5.5% |
| 3Y | +142.0% | +81.5% | +60.5% | +42.9% |
| 5Y | -54.6% | +33.4% | -88.0% | -65.1% |
| 10Y | +243.7% | +231.5% | +12.2% | +43.0% |
| All | +196.2% | +367.3% | -171.1% | -1.6% |
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