+194.9%
SO vs WAT
+228.2%
-33.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.1% | +3.4% | -3.5% | -0.7% |
| 30D | +8.7% | +9.6% | -0.9% | +6.7% |
| 3M | +3.4% | +15.5% | -12.1% | +0.4% |
| 6M | +3.7% | +33.9% | -30.2% | -2.3% |
| YTD | +10.0% | +25.2% | -15.2% | +4.3% |
| 1Y | +6.6% | +26.3% | -19.7% | +0.8% |
| 3Y | +52.5% | +85.8% | -33.3% | +26.1% |
| 5Y | +76.1% | +35.3% | +40.8% | +55.8% |
| 10Y | +194.9% | +231.8% | -36.9% | +101.2% |
| All | +194.9% | +228.2% | -33.3% | +101.2% |
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