+697.0%
WAT vs BR
+1,481.8%
-784.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | +5.4% | +14.4% | -9.0% | -1.2% |
| 3M | +11.3% | +12.4% | -1.1% | +4.8% |
| 6M | +37.4% | +35.4% | +2.0% | +17.9% |
| YTD | +21.2% | -12.2% | +33.3% | +26.2% |
| 1Y | +21.3% | -12.7% | +34.1% | +26.7% |
| 3Y | +83.4% | +14.3% | +69.1% | +67.4% |
| 5Y | +29.0% | +19.3% | +9.7% | +14.1% |
| 10Y | +223.9% | +278.1% | -54.2% | +66.1% |
| All | +697.0% | +1,481.8% | -784.9% | +110.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling