+319.7%
SPY vs WAT
+156.2%
+163.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | -0.4% | -1.8% | +1.4% | +0.2% |
| 30D | -1.4% | -1.7% | +0.3% | -0.9% |
| 3M | +3.7% | +9.1% | -5.4% | +0.6% |
| 6M | +13.0% | +32.4% | -19.4% | +2.0% |
| YTD | +12.4% | +6.6% | +5.8% | +8.4% |
| 1Y | +18.5% | +34.7% | -16.2% | +4.9% |
| 3Y | +77.6% | +53.6% | +24.0% | +42.2% |
| 5Y | +81.7% | -4.1% | +85.8% | +72.1% |
| 10Y | +319.7% | +167.9% | +151.8% | +157.7% |
| All | +319.7% | +156.2% | +163.4% | +157.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling