+27.3%
WAT vs BR
-14.2%
+41.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.2% |
| 7D | -1.9% | +7.0% | -8.9% | -2.9% |
| 30D | +6.2% | +19.0% | -12.7% | +3.2% |
| 3M | +18.1% | +13.1% | +5.0% | +15.5% |
| 6M | +54.9% | +24.6% | +30.3% | +48.5% |
| YTD | +23.1% | -13.6% | +36.7% | +25.2% |
| 1Y | +27.3% | -13.1% | +40.4% | +30.3% |
| All | +27.3% | -14.2% | +41.5% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling