-73.1%
SMR vs WAT
+41.4%
-114.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +4.4% | -1.3% | +5.7% | +4.8% |
| 30D | +3.4% | +2.3% | +1.1% | +2.9% |
| 3M | -19.2% | +8.7% | -27.9% | -20.7% |
| 6M | -22.6% | +28.3% | -51.0% | -28.4% |
| YTD | -31.5% | +7.8% | -39.3% | -35.4% |
| 1Y | -73.1% | +36.6% | -109.7% | -72.4% |
| All | -73.1% | +41.4% | -114.5% | -72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling