-78.0%
SE vs WAT
+32.4%
-110.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +2.0% | -1.1% | +3.1% | +2.5% |
| 30D | -20.0% | +5.0% | -25.0% | -21.7% |
| 3M | -31.8% | +14.5% | -46.3% | -35.8% |
| 6M | -15.9% | +30.9% | -46.8% | -25.9% |
| YTD | -40.6% | +20.5% | -61.1% | -46.4% |
| 1Y | -50.7% | +23.3% | -74.0% | -56.2% |
| 3Y | +70.3% | +81.5% | -11.2% | +4.2% |
| All | -78.0% | +32.4% | -110.4% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling