-52.1%
SMR vs WAT
+46.2%
-98.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.8% | -6.0% | -7.3% |
| 7D | +10.3% | +2.0% | +8.3% | +9.8% |
| 30D | -25.7% | +7.7% | -33.4% | -27.1% |
| 3M | -49.7% | +11.1% | -60.8% | -51.1% |
| 6M | -59.8% | +31.2% | -91.1% | -62.9% |
| YTD | -66.0% | +21.7% | -87.7% | -68.1% |
| 1Y | -81.4% | +19.3% | -100.8% | -82.5% |
| 3Y | +130.6% | +80.6% | +50.0% | +86.4% |
| All | -52.1% | +46.2% | -98.3% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling