+86.3%
WAT vs RUN
-2.1%
+88.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.4% |
| 7D | +6.0% | +18.1% | -12.0% | +4.5% |
| 30D | +9.9% | +27.5% | -17.6% | +7.5% |
| 3M | +17.2% | -4.5% | +21.7% | +17.2% |
| 6M | +34.2% | -33.3% | +67.6% | +37.6% |
| YTD | +25.5% | -47.1% | +72.6% | +29.2% |
| 1Y | +28.3% | -43.1% | +71.4% | +31.1% |
| All | +86.3% | -2.1% | +88.4% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling