+372.3%
SE vs WAT
+154.7%
+217.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | 0.0% | +3.4% | -3.4% | -1.5% |
| 30D | -19.4% | +9.6% | -29.0% | -22.9% |
| 3M | -33.1% | +15.5% | -48.6% | -37.8% |
| 6M | -11.4% | +33.9% | -45.3% | -23.9% |
| YTD | -39.8% | +25.2% | -65.0% | -47.5% |
| 1Y | -50.5% | +26.3% | -76.7% | -57.1% |
| 3Y | +68.9% | +85.8% | -16.9% | +5.9% |
| 5Y | -77.1% | +35.3% | -112.4% | -82.3% |
| All | +372.3% | +154.7% | +217.6% | +132.8% |
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