+30.9%
WAT vs CAPR
-72.8%
+103.8%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.9% |
| 7D | -1.1% | +41.1% | -42.2% | -1.7% |
| 30D | +5.0% | +11.1% | -6.2% | +4.7% |
| 3M | +14.5% | +115.3% | -100.8% | +13.0% |
| 6M | +30.9% | -73.8% | +104.7% | +43.5% |
| All | +30.9% | -72.8% | +103.8% | +43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling