-0.3%
SPOT vs WAT
+32.9%
-33.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.6% |
| 7D | +16.6% | -1.9% | +18.5% | +16.5% |
| 30D | +29.9% | +6.2% | +23.7% | +29.6% |
| 3M | +31.3% | +18.1% | +13.2% | +30.5% |
| 6M | +43.2% | +54.9% | -11.7% | +39.2% |
| YTD | +8.1% | +23.1% | -15.0% | +7.9% |
| 1Y | -0.3% | +27.3% | -27.6% | -1.7% |
| All | -0.3% | +32.9% | -33.3% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling