+242.0%
WAT vs RUN
-34.8%
+276.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.1% | +4.2% | -1.3% |
| 7D | +2.0% | -13.7% | +15.7% | +3.4% |
| 30D | +7.7% | +9.4% | -1.7% | +6.3% |
| 3M | +11.1% | -13.4% | +24.5% | +12.0% |
| 6M | +31.2% | -39.6% | +70.8% | +36.4% |
| YTD | +21.7% | -53.7% | +75.4% | +27.8% |
| 1Y | +19.3% | -56.2% | +75.5% | +25.7% |
| 3Y | +80.6% | -9.7% | +90.3% | +58.0% |
| 5Y | +29.5% | -85.5% | +115.0% | +29.3% |
| 10Y | +225.3% | +66.7% | +158.6% | +146.7% |
| All | +242.0% | -34.8% | +276.8% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling