-48.8%
SE vs WAT
+32.9%
-81.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.2% |
| 7D | +6.7% | -1.9% | +8.6% | +7.0% |
| 30D | -17.2% | +6.2% | -23.4% | -18.0% |
| 3M | -28.0% | +18.1% | -46.1% | -29.9% |
| 6M | -6.1% | +54.9% | -61.0% | -12.7% |
| YTD | -37.1% | +23.1% | -60.2% | -40.4% |
| 1Y | -48.8% | +27.3% | -76.1% | -51.5% |
| All | -48.8% | +32.9% | -81.7% | -51.5% |
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