+755.0%
SW vs WAT
+548.7%
+206.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -5.1% | -1.3% | -3.8% | -4.9% |
| 30D | -4.6% | +2.3% | -6.9% | -4.9% |
| 3M | +9.4% | +8.7% | +0.6% | +7.9% |
| 6M | +3.5% | +28.3% | -24.8% | -0.9% |
| YTD | +22.0% | +7.8% | +14.3% | +19.9% |
| 1Y | +2.2% | +36.6% | -34.4% | -3.3% |
| 3Y | +19.6% | +45.7% | -26.1% | +11.7% |
| 5Y | -2.3% | -3.3% | +1.0% | -5.5% |
| 10Y | +181.4% | +162.1% | +19.3% | +143.3% |
| All | +755.0% | +548.7% | +206.3% | +629.2% |
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