+264.0%
SPOT vs WAT
+107.4%
+156.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -2.9% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | +12.5% | +2.3% | +10.1% | +11.7% |
| 3M | +9.9% | +8.7% | +1.2% | +6.8% |
| 6M | +1.6% | +28.3% | -26.8% | -7.2% |
| YTD | -6.6% | +7.8% | -14.4% | -10.1% |
| 1Y | -22.9% | +36.6% | -59.5% | -31.8% |
| 3Y | +244.3% | +45.7% | +198.6% | +178.8% |
| 5Y | +117.8% | -3.3% | +121.1% | +104.7% |
| All | +264.0% | +107.4% | +156.6% | +134.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling