+167.9%
WAT vs IT
+88.4%
+79.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | -1.8% | -9.1% | +7.3% | +1.1% |
| 30D | -1.7% | -12.2% | +10.5% | +2.2% |
| 3M | +9.1% | +7.8% | +1.3% | +4.3% |
| 6M | +32.4% | +2.0% | +30.5% | +27.8% |
| YTD | +6.6% | -32.7% | +39.3% | +17.9% |
| 1Y | +34.7% | -31.1% | +65.8% | +46.1% |
| 3Y | +53.6% | -52.1% | +105.7% | +89.0% |
| 5Y | -4.1% | -46.3% | +42.2% | +10.8% |
| 10Y | +167.9% | +91.4% | +76.5% | +86.9% |
| All | +167.9% | +88.4% | +79.4% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling