+21.9%
WAT vs RUN
-55.7%
+77.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.1% | +4.2% | -1.3% |
| 7D | +2.0% | -13.7% | +15.7% | +3.3% |
| 30D | +7.7% | +9.4% | -1.7% | +6.2% |
| 3M | +11.1% | -13.4% | +24.5% | +12.2% |
| 6M | +31.2% | -39.6% | +70.8% | +37.3% |
| YTD | +21.7% | -53.7% | +75.4% | +26.5% |
| All | +21.9% | -55.7% | +77.5% | +27.0% |
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