-48.1%
SMR vs WAT
+50.5%
-98.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -2.8% | +3.4% | -6.2% | -3.6% |
| 30D | -27.5% | +9.6% | -37.1% | -29.3% |
| 3M | -43.1% | +15.5% | -58.6% | -45.4% |
| 6M | -58.4% | +33.9% | -92.3% | -61.8% |
| YTD | -63.2% | +25.2% | -88.4% | -65.8% |
| 1Y | -81.6% | +26.3% | -107.9% | -83.0% |
| 3Y | +149.8% | +85.8% | +64.0% | +100.0% |
| All | -48.1% | +50.5% | -98.6% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling