+13.5%
WFC vs WAT
+30.7%
-17.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.9% |
| 7D | +0.4% | -1.8% | +2.2% | +0.6% |
| 30D | +2.5% | -1.7% | +4.1% | +2.6% |
| 3M | +10.0% | +9.1% | +0.9% | +8.9% |
| 6M | +15.1% | +32.4% | -17.4% | +11.4% |
| YTD | -2.2% | +6.6% | -8.8% | -4.8% |
| 1Y | +13.5% | +34.7% | -21.2% | +16.0% |
| All | +13.5% | +30.7% | -17.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling