+231.8%
WAT vs USFR
+28.5%
+203.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +9.6% | +0.4% | +9.2% | +9.6% |
| 3M | +15.5% | +1.1% | +14.4% | +15.5% |
| 6M | +33.9% | +2.1% | +31.8% | +34.0% |
| YTD | +25.2% | +3.4% | +21.7% | +25.3% |
| 1Y | +26.3% | +4.1% | +22.2% | +26.4% |
| 3Y | +85.8% | +14.4% | +71.4% | +87.3% |
| 5Y | +35.3% | +21.4% | +13.9% | +36.2% |
| 10Y | +231.8% | +28.5% | +203.3% | +223.7% |
| All | +231.8% | +28.5% | +203.3% | +223.7% |
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