+24.0%
SYY vs WAT
+49.0%
-25.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -2.8% | -0.7% | -2.0% | -2.7% |
| 30D | -5.3% | -1.0% | -4.3% | -5.2% |
| 3M | +5.1% | +10.9% | -5.8% | +3.5% |
| 6M | -5.0% | +33.2% | -38.2% | -9.1% |
| YTD | +10.7% | +6.1% | +4.6% | +9.4% |
| 1Y | +0.7% | +30.2% | -29.6% | -4.1% |
| 3Y | +24.0% | +52.9% | -28.8% | +11.8% |
| All | +24.0% | +49.0% | -25.0% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling