+167.9%
WAT vs RUN
+43.6%
+124.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.0% | +1.0% |
| 7D | -1.8% | -1.8% | 0.0% | -1.6% |
| 30D | -1.7% | -10.8% | +9.2% | -0.5% |
| 3M | +9.1% | -30.2% | +39.2% | +12.8% |
| 6M | +32.4% | -22.3% | +54.8% | +34.8% |
| YTD | +6.6% | -52.2% | +58.8% | +12.7% |
| 1Y | +34.7% | -45.1% | +79.8% | +39.1% |
| 3Y | +53.6% | -37.1% | +90.7% | +37.6% |
| 5Y | -4.1% | -80.3% | +76.2% | -7.2% |
| 10Y | +167.9% | +45.2% | +122.6% | +78.8% |
| All | +167.9% | +43.6% | +124.3% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling