+88.4%
WAT vs IT
-52.4%
+140.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +6.0% | -18.8% | +24.8% | +10.1% |
| 30D | +9.9% | -0.1% | +10.0% | +8.9% |
| 3M | +17.2% | +2.9% | +14.2% | +14.8% |
| 6M | +34.2% | +20.4% | +13.8% | +25.5% |
| YTD | +25.5% | -24.3% | +49.8% | +33.5% |
| 1Y | +28.3% | -17.2% | +45.4% | +32.0% |
| 3Y | +88.4% | -52.4% | +140.8% | +149.7% |
| All | +88.4% | -52.4% | +140.7% | +149.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling