+86.7%
SYY vs WAT
+222.4%
-135.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | -4.8% | +5.4% | -10.2% | -6.4% |
| 3M | -7.1% | +11.3% | -18.4% | -10.3% |
| 6M | +6.8% | +37.4% | -30.6% | -3.7% |
| YTD | +7.7% | +21.2% | -13.5% | -0.3% |
| 1Y | +5.7% | +21.3% | -15.7% | -2.2% |
| 3Y | +24.6% | +83.4% | -58.8% | -6.2% |
| 5Y | +15.6% | +29.0% | -13.3% | -2.3% |
| All | +86.7% | +222.4% | -135.8% | +9.7% |
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