+27.3%
WAT vs IT
-17.9%
+45.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.5% |
| 7D | -1.9% | -5.5% | +3.5% | -1.7% |
| 30D | +6.2% | +10.3% | -4.1% | +4.5% |
| 3M | +18.1% | +11.5% | +6.5% | +15.6% |
| 6M | +54.9% | +40.3% | +14.6% | +47.2% |
| YTD | +23.1% | -17.9% | +41.0% | +26.6% |
| 1Y | +27.3% | -8.8% | +36.1% | +26.6% |
| All | +27.3% | -17.9% | +45.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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