+308.7%
SPGI vs WAT
+161.1%
+147.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +0.1% | -1.3% | +1.4% | +0.6% |
| 30D | +8.4% | +2.3% | +6.1% | +7.4% |
| 3M | +11.8% | +8.7% | +3.1% | +8.0% |
| 6M | +5.7% | +28.3% | -22.6% | -4.7% |
| YTD | -9.7% | +7.8% | -17.5% | -13.7% |
| 1Y | -12.5% | +36.6% | -49.1% | -24.3% |
| 3Y | +21.8% | +45.7% | -23.9% | -3.6% |
| 5Y | +8.2% | -3.3% | +11.5% | +1.6% |
| All | +308.7% | +161.1% | +147.6% | +136.7% |
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