+252.8%
SPOT vs WAT
+106.9%
+145.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | +7.4% | -1.9% | +9.3% | +7.9% |
| 3M | +8.2% | +13.5% | -5.3% | +3.9% |
| 6M | +2.2% | +37.2% | -35.0% | -8.5% |
| YTD | -9.5% | +7.5% | -17.0% | -12.8% |
| 1Y | -23.8% | +35.0% | -58.8% | -32.3% |
| 3Y | +233.5% | +55.1% | +178.4% | +162.8% |
| 5Y | +112.2% | -2.8% | +115.0% | +99.0% |
| All | +252.8% | +106.9% | +145.9% | +127.3% |
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