+27.3%
WAT vs CAPR
+47.4%
-20.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.3% | -6.6% | +1.7% |
| 7D | -1.9% | +43.2% | -45.1% | -2.0% |
| 30D | +6.2% | +14.7% | -8.4% | +6.2% |
| 3M | +18.1% | +113.9% | -95.9% | +18.0% |
| 6M | +54.9% | -73.4% | +128.3% | +54.9% |
| YTD | +23.1% | -69.1% | +92.2% | +23.1% |
| 1Y | +27.3% | +47.2% | -19.9% | +28.4% |
| All | +27.3% | +47.4% | -20.1% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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