+311.1%
SPOT vs WAT
+133.2%
+177.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +16.9% | +5.4% | +11.5% | +14.9% |
| 3M | +23.0% | +11.3% | +11.7% | +18.8% |
| 6M | +42.2% | +37.4% | +4.8% | +28.2% |
| YTD | +5.5% | +21.2% | -15.7% | -2.1% |
| 1Y | -5.1% | +21.3% | -26.4% | -12.1% |
| 3Y | +257.9% | +83.4% | +174.5% | +167.0% |
| 5Y | +118.4% | +29.0% | +89.4% | +85.7% |
| All | +311.1% | +133.2% | +177.9% | +155.0% |
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