+26.6%
WAT vs CAPR
+64.2%
-37.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.3% | +4.2% |
| 7D | +6.0% | +36.0% | -30.0% | +6.0% |
| 30D | +9.9% | +25.8% | -15.9% | +9.9% |
| 3M | +17.2% | +140.8% | -123.7% | +17.1% |
| 6M | +34.2% | -67.6% | +101.8% | +34.3% |
| YTD | +25.5% | -65.9% | +91.4% | +25.5% |
| All | +26.6% | +64.2% | -37.6% | +27.3% |
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