+20.0%
SPY vs WAT
+41.4%
-21.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | +0.1% | +2.3% | -2.3% | -0.2% |
| 3M | +2.0% | +8.7% | -6.7% | +1.0% |
| 6M | +13.0% | +28.3% | -15.3% | +9.5% |
| YTD | +13.5% | +7.8% | +5.8% | +11.3% |
| 1Y | +20.0% | +36.6% | -16.6% | +16.1% |
| All | +20.0% | +41.4% | -21.5% | +16.1% |
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