+18.1%
WAT vs PL
-43.2%
+61.3%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.0% | +2.7% |
| 7D | -1.9% | -11.7% | +9.8% | -0.1% |
| 30D | +6.2% | -27.1% | +33.4% | +10.4% |
| 3M | +18.1% | -44.6% | +62.6% | +27.5% |
| All | +18.1% | -43.2% | +61.3% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3mo: compounded portfolio wealth divided by compounded PL 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…
3mo analysis · Full analysis span regression · Available span rolling