+599.5%
XYZ vs WAT
+227.3%
+372.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | +12.1% | -1.1% | +13.3% | +13.0% |
| 30D | +12.4% | +5.0% | +7.4% | +9.0% |
| 3M | +8.2% | +14.5% | -6.3% | -0.6% |
| 6M | +20.7% | +30.9% | -10.2% | +1.4% |
| YTD | +31.3% | +20.5% | +10.9% | +13.8% |
| 1Y | +20.5% | +23.3% | -2.8% | +2.7% |
| 3Y | +72.6% | +81.5% | -8.9% | +0.4% |
| 5Y | -64.0% | +33.4% | -97.4% | -73.2% |
| All | +599.5% | +227.3% | +372.2% | +231.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling