+36.6%
WAT vs CAPR
+48.7%
-12.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -1.3% | -2.0% | +0.7% | -1.3% |
| 30D | +2.3% | +139.2% | -136.8% | +2.3% |
| 3M | +8.7% | -66.4% | +75.1% | +8.8% |
| 6M | +28.3% | -63.1% | +91.5% | +28.4% |
| YTD | +7.8% | -67.4% | +75.2% | +7.8% |
| 1Y | +36.6% | +58.2% | -21.6% | +36.3% |
| All | +36.6% | +48.7% | -12.1% | +36.3% |
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