+112.6%
SPOT vs WAT
-4.9%
+117.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.2% |
| 7D | -6.5% | -1.8% | -4.7% | -6.1% |
| 30D | +2.2% | -1.7% | +3.9% | +2.5% |
| 3M | +5.4% | +9.1% | -3.7% | +2.9% |
| 6M | -4.0% | +32.4% | -36.4% | -11.7% |
| YTD | -9.9% | +6.6% | -16.5% | -12.3% |
| 1Y | -27.3% | +34.7% | -62.0% | -34.2% |
| 3Y | +236.4% | +53.6% | +182.8% | +166.1% |
| 5Y | +112.6% | -4.1% | +116.7% | +95.7% |
| All | +112.6% | -4.9% | +117.5% | +95.7% |
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