+192.9%
SO vs WAT
+223.8%
-30.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -1.1% |
| 7D | -0.9% | +2.0% | -2.9% | -1.3% |
| 30D | +4.9% | +7.7% | -2.7% | +3.4% |
| 3M | +0.8% | +11.1% | -10.3% | -1.4% |
| 6M | +0.6% | +31.2% | -30.7% | -4.9% |
| YTD | +8.7% | +21.7% | -13.0% | +3.5% |
| 1Y | +4.0% | +19.3% | -15.4% | -0.6% |
| 3Y | +50.6% | +80.6% | -30.0% | +25.1% |
| 5Y | +77.5% | +29.5% | +48.0% | +58.7% |
| All | +192.9% | +223.8% | -30.9% | +100.1% |
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