+77.0%
SO vs WAT
+32.4%
+44.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | +8.1% | +5.0% | +3.1% | +7.5% |
| 3M | +0.2% | +14.5% | -14.3% | -1.1% |
| 6M | +0.4% | +30.9% | -30.5% | -2.3% |
| YTD | +8.5% | +20.5% | -12.0% | +6.1% |
| 1Y | +4.9% | +23.3% | -18.4% | +2.3% |
| 3Y | +47.9% | +81.5% | -33.6% | +32.2% |
| All | +77.0% | +32.4% | +44.6% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling