+36.6%
WAT vs RUN
-46.2%
+82.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -1.3% | +1.3% | -2.5% | -1.4% |
| 30D | +2.3% | -15.3% | +17.6% | +4.0% |
| 3M | +8.7% | -40.0% | +48.8% | +14.4% |
| 6M | +28.3% | -27.0% | +55.3% | +32.1% |
| YTD | +7.8% | -51.7% | +59.5% | +13.0% |
| 1Y | +36.6% | -45.9% | +82.5% | +38.6% |
| All | +36.6% | -46.2% | +82.8% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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