+589.4%
SE vs WAT
+119.3%
+470.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -6.1% | -1.3% | -4.8% | -5.5% |
| 30D | -2.5% | +2.3% | -4.8% | -3.5% |
| 3M | +21.7% | +8.7% | +13.0% | +16.5% |
| 6M | +27.0% | +28.3% | -1.3% | +10.4% |
| YTD | -12.1% | +7.8% | -19.9% | -17.3% |
| 1Y | -40.9% | +36.6% | -77.5% | -51.5% |
| 3Y | +191.0% | +45.7% | +145.3% | +108.6% |
| 5Y | -68.3% | -3.3% | -65.0% | -70.7% |
| All | +589.4% | +119.3% | +470.1% | +266.4% |
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 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