-5.1%
WAT vs RUN
-80.3%
+75.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -1.9% |
| 7D | -0.7% | +10.2% | -10.9% | -1.7% |
| 30D | -1.0% | -9.6% | +8.6% | -0.1% |
| 3M | +10.9% | -31.5% | +42.4% | +14.4% |
| 6M | +33.2% | -18.7% | +51.9% | +34.8% |
| YTD | +6.1% | -49.9% | +56.0% | +10.9% |
| 1Y | +30.2% | -45.5% | +75.7% | +34.1% |
| 3Y | +52.9% | -34.1% | +87.0% | +37.8% |
| 5Y | -5.1% | -79.4% | +74.3% | -8.8% |
| All | -5.1% | -80.3% | +75.2% | -8.8% |
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 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