+111.5%
SYY vs WAT
+166.5%
-55.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +1.5% | -2.9% | +4.4% | +2.4% |
| 30D | -2.3% | -3.2% | +0.9% | -1.4% |
| 3M | +5.5% | +10.6% | -5.1% | +2.0% |
| 6M | -1.0% | +34.0% | -35.0% | -10.5% |
| YTD | +14.1% | +5.7% | +8.4% | +10.4% |
| 1Y | +5.6% | +37.1% | -31.5% | -6.7% |
| 3Y | +27.9% | +52.4% | -24.5% | +2.7% |
| 5Y | +22.7% | -4.4% | +27.1% | +16.3% |
| All | +111.5% | +166.5% | -55.0% | +28.8% |
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