+289.1%
WAT vs USFR
+27.5%
+261.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | +2.3% | +0.3% | +2.0% | +2.3% |
| 3M | +8.7% | +1.0% | +7.7% | +8.5% |
| 6M | +28.3% | +1.9% | +26.4% | +27.8% |
| YTD | +7.8% | +2.6% | +5.2% | +7.2% |
| 1Y | +36.6% | +4.0% | +32.6% | +35.5% |
| 3Y | +45.7% | +14.1% | +31.6% | +41.8% |
| 5Y | -3.3% | +20.4% | -23.7% | -7.1% |
| 10Y | +162.1% | +28.0% | +134.1% | +147.7% |
| All | +289.1% | +27.5% | +261.5% | +271.2% |
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