+35.6%
WAT vs RUN
-82.1%
+117.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.4% |
| 7D | +6.0% | +18.1% | -12.0% | +4.2% |
| 30D | +9.9% | +27.5% | -17.6% | +7.0% |
| 3M | +17.2% | -4.5% | +21.7% | +17.1% |
| 6M | +34.2% | -33.3% | +67.6% | +38.2% |
| YTD | +25.5% | -47.1% | +72.6% | +30.0% |
| 1Y | +28.3% | -43.1% | +71.4% | +31.7% |
| 3Y | +88.4% | -3.0% | +91.3% | +62.3% |
| All | +35.6% | -82.1% | +117.7% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling