+2,455.5%
SO vs WAT
+10,816.8%
-8,361.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | -4.6% | +2.3% | -6.9% | -4.8% |
| 3M | -3.0% | +8.7% | -11.8% | -3.9% |
| 6M | -8.3% | +28.3% | -36.6% | -10.7% |
| YTD | +3.5% | +7.8% | -4.3% | +2.3% |
| 1Y | -0.9% | +36.6% | -37.5% | -4.4% |
| 3Y | +45.4% | +45.7% | -0.3% | +37.7% |
| 5Y | +59.6% | -3.3% | +62.9% | +56.1% |
| 10Y | +156.6% | +162.1% | -5.5% | +128.5% |
| All | +2,455.5% | +10,816.8% | -8,361.3% | +1,854.2% |
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 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