+12,353.6%
WAT vs WY
+254.3%
+12,099.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +0.7% | -5.1% | +5.8% | +2.4% |
| 30D | +9.0% | +9.0% | 0.0% | +5.6% |
| 3M | +13.5% | -16.7% | +30.2% | +19.7% |
| 6M | +35.3% | -10.3% | +45.5% | +38.9% |
| YTD | +24.0% | -10.5% | +34.5% | +27.0% |
| 1Y | +22.0% | -5.9% | +27.8% | +22.8% |
| 3Y | +84.0% | -24.7% | +108.7% | +99.1% |
| 5Y | +34.4% | -31.5% | +65.9% | +49.3% |
| 10Y | +231.4% | +4.7% | +226.7% | +203.3% |
| All | +12,353.6% | +254.3% | +12,099.2% | +8,042.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling