+152.6%
WAT vs CAPR
-77.1%
+229.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.5% |
| 7D | -0.7% | -9.5% | +8.8% | -0.6% |
| 30D | -1.0% | +121.5% | -122.5% | -2.2% |
| 3M | +10.9% | -65.4% | +76.3% | +11.4% |
| 6M | +33.2% | -67.5% | +100.7% | +33.9% |
| YTD | +6.1% | -68.6% | +74.7% | +6.6% |
| 1Y | +30.2% | +42.7% | -12.4% | +24.4% |
| 3Y | +52.9% | +43.4% | +9.5% | +41.8% |
| 5Y | -5.1% | +86.0% | -91.2% | -13.4% |
| 10Y | +152.6% | -77.4% | +230.0% | +124.5% |
| All | +152.6% | -77.1% | +229.7% | +124.5% |
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