+63.7%
SE vs WAT
+82.3%
-18.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -20.9% | +5.4% | -26.3% | -21.7% |
| 3M | -38.9% | +11.3% | -50.2% | -40.2% |
| 6M | -19.4% | +37.4% | -56.8% | -24.7% |
| YTD | -40.9% | +21.2% | -62.1% | -43.6% |
| 1Y | -46.2% | +21.3% | -67.5% | -48.7% |
| 3Y | +63.7% | +83.4% | -19.7% | +83.4% |
| All | +63.7% | +82.3% | -18.6% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling