-5.1%
WAT vs CAPR
+87.6%
-92.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 3M | +10.9% | -65.4% | +76.3% | +11.3% |
| 6M | +33.2% | -67.5% | +100.7% | +33.7% |
| YTD | +6.1% | -68.6% | +74.7% | +6.4% |
| 1Y | +30.2% | +42.7% | -12.4% | +26.3% |
| 3Y | +52.9% | +43.4% | +9.5% | +37.2% |
| 5Y | -5.1% | +86.0% | -91.2% | -19.2% |
| All | -5.1% | +87.6% | -92.7% | -19.2% |
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