+182.7%
SW vs WAT
+227.3%
-44.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | +2.3% | -1.1% | +3.4% | +2.6% |
| 30D | +6.8% | +5.0% | +1.8% | +5.3% |
| 3M | -5.2% | +14.5% | -19.7% | -8.6% |
| 6M | +7.4% | +30.9% | -23.5% | 0.0% |
| YTD | +17.4% | +20.5% | -3.1% | +10.8% |
| 1Y | +27.1% | +23.3% | +3.8% | +19.2% |
| 3Y | +47.9% | +81.5% | -33.6% | +25.3% |
| 5Y | -2.6% | +33.4% | -36.0% | -13.7% |
| All | +182.7% | +227.3% | -44.6% | +94.5% |
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