-3.6%
SMR vs WAT
+29.5%
-33.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.0% |
| 6M | -22.6% | +28.3% | -51.0% | -28.3% |
| YTD | -31.5% | +7.8% | -39.3% | -33.6% |
| 1Y | -73.1% | +36.6% | -109.7% | -75.7% |
| 3Y | +55.0% | +45.7% | +9.3% | +32.2% |
| All | -3.6% | +29.5% | -33.1% | -15.6% |
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