+1.5%
SMR vs WAT
+27.1%
-25.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.3% |
| 7D | +4.7% | -2.9% | +7.6% | +5.6% |
| 30D | +3.2% | -3.2% | +6.5% | +4.3% |
| 3M | +9.9% | +10.6% | -0.7% | +6.8% |
| 6M | -15.1% | +34.0% | -49.2% | -22.3% |
| YTD | -27.9% | +5.7% | -33.7% | -29.7% |
| 1Y | -70.2% | +37.1% | -107.3% | -73.1% |
| 3Y | +72.5% | +52.4% | +20.1% | +46.1% |
| All | +1.5% | +27.1% | -25.6% | -10.7% |
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