+166.1%
WAT vs WY
+7.6%
+158.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.5% |
| 7D | -0.3% | -4.2% | +3.9% | +1.5% |
| 30D | -1.9% | -10.1% | +8.2% | +2.5% |
| 3M | +13.5% | -8.5% | +22.0% | +17.3% |
| 6M | +37.2% | -3.3% | +40.6% | +38.5% |
| YTD | +7.5% | -4.4% | +11.9% | +8.5% |
| 1Y | +35.0% | -11.5% | +46.5% | +40.4% |
| 3Y | +55.1% | -24.3% | +79.4% | +71.4% |
| 5Y | -2.8% | -21.3% | +18.5% | +5.4% |
| All | +166.1% | +7.6% | +158.6% | +142.8% |
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