-1.6%
SW vs WAT
+32.1%
-33.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.6% |
| 7D | +4.7% | -5.6% | +10.3% | +6.3% |
| 30D | +5.0% | +3.8% | +1.2% | +3.7% |
| 3M | -7.3% | +13.3% | -20.6% | -10.7% |
| 6M | +15.0% | +32.2% | -17.2% | +5.9% |
| YTD | +18.5% | +19.3% | -0.8% | +11.3% |
| 1Y | +27.1% | +21.8% | +5.3% | +18.7% |
| 3Y | +49.3% | +73.9% | -24.6% | +26.2% |
| 5Y | -1.6% | +32.1% | -33.7% | -16.5% |
| All | -1.6% | +32.1% | -33.7% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling