+240.0%
SPOT vs WAT
+49.0%
+191.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.4% |
| 7D | -2.9% | -0.7% | -2.1% | -2.8% |
| 30D | +8.3% | -1.0% | +9.3% | +8.4% |
| 3M | +5.1% | +10.9% | -5.8% | +4.0% |
| 6M | -6.5% | +33.2% | -39.6% | -9.7% |
| YTD | -9.0% | +6.1% | -15.0% | -9.7% |
| 1Y | -26.4% | +30.2% | -56.6% | -28.9% |
| 3Y | +240.0% | +52.9% | +187.2% | +219.9% |
| All | +240.0% | +49.0% | +191.0% | +219.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling