+228.3%
WAT vs USFR
+28.6%
+199.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +5.4% | +0.4% | +5.1% | +5.4% |
| 3M | +11.3% | +1.1% | +10.2% | +11.4% |
| 6M | +37.4% | +2.0% | +35.4% | +37.5% |
| YTD | +21.2% | +3.5% | +17.7% | +21.3% |
| 1Y | +21.3% | +4.1% | +17.3% | +21.5% |
| 3Y | +83.4% | +14.4% | +69.0% | +85.0% |
| 5Y | +29.0% | +21.4% | +7.6% | +29.9% |
| All | +228.3% | +28.6% | +199.8% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling