+34.7%
WAT vs IT
-30.5%
+65.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -1.8% | -9.1% | +7.3% | -0.8% |
| 30D | -1.7% | -12.2% | +10.5% | -0.4% |
| 3M | +9.1% | +7.8% | +1.3% | +8.1% |
| 6M | +32.4% | +2.0% | +30.5% | +31.4% |
| YTD | +6.6% | -32.7% | +39.3% | +8.4% |
| 1Y | +34.7% | -31.1% | +65.8% | +35.7% |
| All | +34.7% | -30.5% | +65.2% | +35.7% |
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