-5.2%
SBUX vs WAT
-4.9%
-0.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -6.3% | -1.8% | -4.5% | -5.8% |
| 30D | -3.9% | -1.7% | -2.2% | -3.5% |
| 3M | +3.3% | +9.1% | -5.8% | +0.7% |
| 6M | +1.4% | +32.4% | -31.0% | -7.1% |
| YTD | +21.0% | +6.6% | +14.4% | +17.6% |
| 1Y | +22.4% | +34.7% | -12.3% | +10.3% |
| 3Y | +13.2% | +53.6% | -40.4% | -7.7% |
| 5Y | -5.2% | -4.1% | -1.1% | -15.0% |
| All | -5.2% | -4.9% | -0.3% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling