+1,985.4%
SPY vs WAT
+12,102.7%
-10,117.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -2.7% | -1.1% | -1.6% | -2.4% |
| 30D | -5.4% | +5.0% | -10.4% | -6.5% |
| 3M | -4.1% | +14.5% | -18.6% | -7.2% |
| 6M | +0.7% | +30.9% | -30.2% | -5.8% |
| YTD | +8.7% | +20.5% | -11.8% | +2.8% |
| 1Y | +10.9% | +23.3% | -12.4% | +4.2% |
| 3Y | +75.0% | +81.5% | -6.5% | +46.6% |
| 5Y | +67.8% | +33.4% | +34.4% | +49.4% |
| 10Y | +312.9% | +231.5% | +81.4% | +196.4% |
| All | +1,985.4% | +12,102.7% | -10,117.2% | +766.1% |
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 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