+312.6%
SPYM vs WAT
+223.8%
+88.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | +3.3% | +2.0% | +1.3% | +2.6% |
| 30D | -2.6% | +7.7% | -10.3% | -5.0% |
| 3M | -1.7% | +11.1% | -12.8% | -5.2% |
| 6M | +3.1% | +31.2% | -28.1% | -6.2% |
| YTD | +12.0% | +21.7% | -9.7% | +3.3% |
| 1Y | +12.1% | +19.3% | -7.2% | +4.0% |
| 3Y | +78.5% | +80.6% | -2.1% | +34.9% |
| 5Y | +73.8% | +29.5% | +44.3% | +47.0% |
| All | +312.6% | +223.8% | +88.8% | +142.8% |
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