+155.9%
SO vs WAT
+153.6%
+2.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | -3.2% | -1.0% | -2.2% | -3.1% |
| 3M | -1.7% | +10.9% | -12.6% | -3.7% |
| 6M | -7.2% | +33.2% | -40.4% | -12.8% |
| YTD | +4.6% | +6.1% | -1.5% | +2.4% |
| 1Y | +1.2% | +30.2% | -29.0% | -5.4% |
| 3Y | +45.3% | +52.9% | -7.6% | +25.2% |
| 5Y | +58.7% | -5.1% | +63.8% | +54.0% |
| 10Y | +155.9% | +152.6% | +3.2% | +82.9% |
| All | +155.9% | +153.6% | +2.2% | +82.9% |
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