+622.4%
WAT vs CAPR
-99.1%
+721.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -1.3% | -2.0% | +0.7% | -1.3% |
| 30D | +2.3% | +139.2% | -136.8% | +1.2% |
| 3M | +8.7% | -66.4% | +75.1% | +9.2% |
| 6M | +28.3% | -63.1% | +91.5% | +28.7% |
| YTD | +7.8% | -67.4% | +75.2% | +8.2% |
| 1Y | +36.6% | +58.2% | -21.6% | +31.2% |
| 3Y | +45.7% | +42.2% | +3.5% | +37.6% |
| 5Y | -3.3% | +87.3% | -90.6% | -9.6% |
| 10Y | +162.1% | -75.3% | +237.4% | +137.3% |
| All | +622.4% | -99.1% | +721.5% | +525.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling