+226.2%
WAT vs CAPR
-68.5%
+294.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.9% |
| 7D | -1.1% | +41.1% | -42.2% | -1.6% |
| 30D | +5.0% | +11.1% | -6.2% | +4.8% |
| 3M | +14.5% | +115.3% | -100.8% | +13.0% |
| 6M | +30.9% | -73.8% | +104.7% | +31.9% |
| YTD | +20.5% | -68.8% | +89.3% | +21.0% |
| 1Y | +23.3% | +43.3% | -20.0% | +17.7% |
| 3Y | +81.5% | +214.7% | -133.2% | +65.8% |
| 5Y | +33.4% | +141.3% | -107.9% | +21.1% |
| All | +226.2% | -68.5% | +294.7% | +184.8% |
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