+113.3%
SPOT vs WAT
+31.1%
+82.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | -2.6% | +2.0% | -4.6% | -3.0% |
| 30D | +13.5% | +7.7% | +5.8% | +11.3% |
| 3M | +22.2% | +11.1% | +11.2% | +18.9% |
| 6M | +38.3% | +31.2% | +7.1% | +28.5% |
| YTD | +3.1% | +21.7% | -18.6% | -3.0% |
| 1Y | -7.6% | +19.3% | -26.9% | -12.6% |
| 3Y | +250.0% | +80.6% | +169.4% | +163.4% |
| 5Y | +113.3% | +29.5% | +83.8% | +83.6% |
| All | +113.3% | +31.1% | +82.3% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling