+2,578.2%
SO vs WAT
+12,102.7%
-9,524.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 1Y | +4.9% | +23.3% | -18.4% | +2.3% |
| 3Y | +47.9% | +81.5% | -33.6% | +37.2% |
| 5Y | +75.7% | +33.4% | +42.3% | +66.7% |
| 10Y | +178.0% | +231.5% | -53.5% | +143.0% |
| All | +2,578.2% | +12,102.7% | -9,524.5% | +1,925.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling