+743.1%
SW vs WAT
+640.9%
+102.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.8% |
| 7D | +12.1% | -1.9% | +14.0% | +12.4% |
| 30D | +6.6% | +6.2% | +0.3% | +5.4% |
| 3M | -6.0% | +18.1% | -24.1% | -8.7% |
| 6M | +21.5% | +54.9% | -33.4% | +12.8% |
| YTD | +20.3% | +23.1% | -2.8% | +15.5% |
| 1Y | +28.1% | +27.3% | +0.9% | +22.3% |
| 3Y | +51.6% | +79.5% | -27.9% | +37.1% |
| 5Y | -0.1% | +35.0% | -35.1% | -7.5% |
| 10Y | +189.7% | +238.7% | -49.0% | +143.3% |
| All | +743.1% | +640.9% | +102.1% | +602.5% |
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 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