+14.5%
WAT vs Q
+75.3%
-60.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -1.9% |
| 7D | -0.7% | +6.7% | -7.5% | -1.5% |
| 30D | -1.0% | -10.6% | +9.6% | +0.3% |
| 3M | +10.9% | -14.6% | +25.5% | +12.2% |
| 6M | +33.2% | +12.1% | +21.1% | +29.3% |
| YTD | +6.1% | +51.3% | -45.2% | -1.5% |
| All | +14.5% | +75.3% | -60.8% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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