+36.0%
WAT vs LTH
+186.8%
-150.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +9.0% | +17.7% | -8.7% | +4.9% |
| 3M | +13.5% | +8.5% | +5.0% | +11.0% |
| 6M | +35.3% | +46.9% | -11.6% | +22.8% |
| YTD | +24.0% | +78.8% | -54.8% | +7.1% |
| 1Y | +22.0% | +84.9% | -63.0% | +4.6% |
| 3Y | +84.0% | +246.4% | -162.4% | +36.9% |
| 5Y | +34.4% | +129.6% | -95.2% | -4.1% |
| All | +36.0% | +186.8% | -150.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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