+363.5%
SE vs WAT
+146.5%
+216.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.5% | +0.6% | -1.1% | -0.8% |
| 30D | -20.9% | +5.4% | -26.3% | -23.0% |
| 3M | -38.9% | +11.3% | -50.2% | -42.2% |
| 6M | -19.4% | +37.4% | -56.8% | -31.7% |
| YTD | -40.9% | +21.2% | -62.1% | -47.6% |
| 1Y | -46.2% | +21.3% | -67.5% | -52.4% |
| 3Y | +63.7% | +83.4% | -19.7% | +3.0% |
| 5Y | -77.9% | +29.0% | -106.9% | -82.5% |
| All | +363.5% | +146.5% | +216.9% | +132.0% |
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