+186.8%
SO vs WAT
+232.2%
-45.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.8% | +0.6% |
| 7D | -1.1% | +6.0% | -7.1% | -2.2% |
| 30D | +8.6% | +9.9% | -1.3% | +6.6% |
| 3M | +1.8% | +17.2% | -15.4% | -1.4% |
| 6M | +3.6% | +34.2% | -30.6% | -2.4% |
| YTD | +9.9% | +25.5% | -15.6% | +4.2% |
| 1Y | +5.7% | +28.3% | -22.5% | -0.4% |
| 3Y | +52.5% | +88.4% | -35.9% | +25.7% |
| 5Y | +77.3% | +36.1% | +41.2% | +56.7% |
| 10Y | +186.8% | +234.8% | -48.0% | +95.6% |
| All | +186.8% | +232.2% | -45.4% | +95.6% |
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 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