-25.9%
SPOT vs WAT
+34.9%
-60.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.2% |
| 7D | -6.9% | -2.9% | -4.0% | -6.9% |
| 30D | +4.1% | -3.2% | +7.4% | +4.1% |
| 3M | +3.7% | +10.6% | -6.9% | +3.7% |
| 6M | -1.6% | +34.0% | -35.7% | -2.7% |
| YTD | -10.2% | +5.7% | -15.9% | -10.0% |
| 1Y | -25.9% | +37.1% | -63.0% | -22.5% |
| All | -25.9% | +34.9% | -60.8% | -22.5% |
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