+35.3%
WAT vs RUN
-37.7%
+73.0%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -1.3% |
| 7D | +0.7% | +3.2% | -2.5% | +0.2% |
| 30D | +9.0% | +19.5% | -10.5% | +6.3% |
| 3M | +13.5% | -9.6% | +23.0% | +14.9% |
| 6M | +35.3% | -37.3% | +72.6% | +45.0% |
| All | +35.3% | -37.7% | +73.0% | +45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling