+228.3%
WAT vs WY
+5.0%
+223.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.1% |
| 7D | +0.6% | -0.8% | +1.4% | +0.9% |
| 30D | +5.4% | +10.1% | -4.7% | +0.8% |
| 3M | +11.3% | -15.4% | +26.7% | +18.4% |
| 6M | +37.4% | -8.3% | +45.7% | +40.8% |
| YTD | +21.2% | -9.8% | +31.0% | +24.4% |
| 1Y | +21.3% | -3.9% | +25.2% | +21.1% |
| 3Y | +83.4% | -23.3% | +106.7% | +100.7% |
| 5Y | +29.0% | -31.2% | +60.2% | +46.5% |
| All | +228.3% | +5.0% | +223.3% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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