+828.4%
SPYM vs WAT
+927.6%
-99.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +0.1% | -1.3% | +1.4% | +0.5% |
| 30D | +0.1% | +2.3% | -2.3% | -0.7% |
| 3M | +2.0% | +8.7% | -6.7% | -0.9% |
| 6M | +13.1% | +28.3% | -15.3% | +3.3% |
| YTD | +13.6% | +7.8% | +5.8% | +9.1% |
| 1Y | +20.1% | +36.6% | -16.5% | +6.1% |
| 3Y | +77.6% | +45.7% | +31.9% | +47.4% |
| 5Y | +82.5% | -3.3% | +85.9% | +71.4% |
| 10Y | +317.6% | +162.1% | +155.5% | +170.6% |
| All | +828.4% | +927.6% | -99.1% | +304.4% |
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