+365.7%
SE vs WAT
+145.1%
+220.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +2.0% | -1.1% | +3.1% | +2.6% |
| 30D | -20.0% | +5.0% | -25.0% | -21.9% |
| 3M | -31.8% | +14.5% | -46.3% | -36.3% |
| 6M | -15.9% | +30.9% | -46.8% | -27.0% |
| YTD | -40.6% | +20.5% | -61.1% | -47.2% |
| 1Y | -50.7% | +23.3% | -74.0% | -56.8% |
| 3Y | +70.3% | +81.5% | -11.2% | +7.7% |
| 5Y | -78.8% | +33.4% | -112.2% | -83.6% |
| All | +365.7% | +145.1% | +220.6% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling