+196.4%
SO vs WAT
+222.4%
-26.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +1.4% | +0.6% | +0.8% | +1.2% |
| 30D | +4.7% | +5.4% | -0.7% | +3.6% |
| 3M | +1.7% | +11.3% | -9.6% | -0.5% |
| 6M | +2.2% | +37.4% | -35.3% | -4.2% |
| YTD | +10.0% | +21.2% | -11.2% | +4.9% |
| 1Y | +6.0% | +21.3% | -15.3% | +1.0% |
| 3Y | +54.1% | +83.4% | -29.3% | +27.5% |
| 5Y | +79.6% | +29.0% | +50.7% | +60.8% |
| All | +196.4% | +222.4% | -26.0% | +102.6% |
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