+27.3%
WAT vs S
+36.5%
-9.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.5% |
| 7D | -1.9% | -8.2% | +6.3% | -1.3% |
| 30D | +6.2% | -7.6% | +13.9% | +6.8% |
| 3M | +18.1% | +12.0% | +6.1% | +16.8% |
| 6M | +54.9% | +50.6% | +4.3% | +48.6% |
| YTD | +23.1% | +56.6% | -33.5% | +16.7% |
| 1Y | +27.3% | +39.2% | -11.9% | +22.1% |
| All | +27.3% | +36.5% | -9.2% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling