+33.2%
WAT vs CAPR
+172.3%
-139.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.4% |
| 7D | +0.6% | +5.9% | -5.3% | +0.5% |
| 30D | +5.4% | +44.6% | -39.2% | +5.0% |
| 3M | +11.3% | +126.4% | -115.1% | +10.3% |
| 6M | +37.4% | -68.6% | +106.0% | +37.8% |
| YTD | +21.2% | -67.0% | +88.2% | +21.4% |
| 1Y | +21.3% | +65.2% | -43.8% | +17.5% |
| 3Y | +83.4% | +235.6% | -152.2% | +58.1% |
| All | +33.2% | +172.3% | -139.1% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling