+19.4%
SYY vs WAT
-4.9%
+24.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -0.2% | -1.8% | +1.6% | +0.1% |
| 30D | -2.7% | -1.7% | -1.1% | -2.5% |
| 3M | +5.9% | +9.1% | -3.2% | +4.0% |
| 6M | -2.3% | +32.4% | -34.8% | -8.1% |
| YTD | +13.1% | +6.6% | +6.5% | +10.8% |
| 1Y | +3.8% | +34.7% | -31.0% | -3.7% |
| 3Y | +26.7% | +53.6% | -26.9% | +9.5% |
| 5Y | +19.4% | -4.1% | +23.5% | +10.0% |
| All | +19.4% | -4.9% | +24.3% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling