+202.9%
WAT vs RUN
-31.9%
+234.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -1.3% | +1.3% | -2.5% | -1.4% |
| 30D | +2.3% | -15.3% | +17.6% | +3.9% |
| 3M | +8.7% | -40.0% | +48.8% | +13.8% |
| 6M | +28.3% | -27.0% | +55.3% | +31.3% |
| YTD | +7.8% | -51.7% | +59.5% | +13.3% |
| 1Y | +36.6% | -45.9% | +82.5% | +40.9% |
| 3Y | +45.7% | -43.8% | +89.4% | +34.2% |
| 5Y | -3.3% | -80.5% | +77.2% | -6.2% |
| 10Y | +162.1% | +45.3% | +116.8% | +99.8% |
| All | +202.9% | -31.9% | +234.9% | +132.6% |
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