+234.8%
WAT vs CAPR
-64.9%
+299.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.3% | +4.0% |
| 7D | +6.0% | +36.0% | -30.0% | +5.6% |
| 30D | +9.9% | +25.8% | -15.9% | +9.5% |
| 3M | +17.2% | +140.8% | -123.7% | +15.5% |
| 6M | +34.2% | -67.6% | +101.8% | +34.9% |
| YTD | +25.5% | -65.9% | +91.4% | +25.9% |
| 1Y | +28.3% | +66.1% | -37.9% | +22.2% |
| 3Y | +88.4% | +256.9% | -168.5% | +71.7% |
| 5Y | +36.1% | +172.1% | -136.0% | +23.4% |
| 10Y | +234.8% | -64.7% | +299.5% | +190.5% |
| All | +234.8% | -64.9% | +299.8% | +190.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling