+597.0%
SE vs WAT
+115.8%
+481.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.9% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | -0.1% | -1.0% | +0.9% | +0.4% |
| 3M | +34.1% | +10.9% | +23.2% | +27.0% |
| 6M | +23.2% | +33.2% | -10.0% | +5.1% |
| YTD | -11.2% | +6.1% | -17.2% | -15.8% |
| 1Y | -40.5% | +30.2% | -70.8% | -49.9% |
| 3Y | +196.3% | +52.9% | +143.4% | +105.1% |
| 5Y | -67.0% | -5.1% | -61.9% | -69.3% |
| All | +597.0% | +115.8% | +481.2% | +273.2% |
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