+353.1%
WAT vs USFR
+28.5%
+324.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +6.0% | +0.1% | +6.0% | +6.0% |
| 30D | +9.9% | +0.4% | +9.5% | +9.8% |
| 3M | +17.2% | +1.1% | +16.1% | +16.9% |
| 6M | +34.2% | +2.0% | +32.2% | +33.7% |
| YTD | +25.5% | +3.4% | +22.1% | +24.6% |
| 1Y | +28.3% | +4.1% | +24.2% | +27.2% |
| 3Y | +88.4% | +14.3% | +74.0% | +83.2% |
| 5Y | +36.1% | +21.3% | +14.8% | +30.7% |
| 10Y | +234.8% | +28.5% | +206.3% | +216.2% |
| All | +353.1% | +28.5% | +324.5% | +331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling