+229.7%
WAT vs Z
-19.3%
+249.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.5% |
| 7D | +2.0% | -4.9% | +6.9% | +2.8% |
| 30D | +7.7% | +3.0% | +4.7% | +6.7% |
| 3M | +11.1% | -13.4% | +24.5% | +12.8% |
| 6M | +31.2% | -27.3% | +58.6% | +36.8% |
| YTD | +21.7% | -57.8% | +79.5% | +38.2% |
| 1Y | +19.3% | -60.0% | +79.3% | +36.5% |
| 3Y | +80.6% | -21.5% | +102.1% | +81.4% |
| 5Y | +29.5% | -55.0% | +84.5% | +35.7% |
| All | +229.7% | -19.3% | +249.0% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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