+37.6%
WAT vs S
-49.1%
+86.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | +3.4% | +1.4% | +2.0% | +3.2% |
| 30D | +9.6% | -10.8% | +20.4% | +11.1% |
| 3M | +15.5% | +5.4% | +10.1% | +14.0% |
| 6M | +33.9% | +41.2% | -7.3% | +26.4% |
| YTD | +25.2% | +56.2% | -31.0% | +15.9% |
| 1Y | +26.3% | +36.3% | -10.0% | +18.9% |
| 3Y | +85.8% | +49.4% | +36.4% | +69.3% |
| 5Y | +35.3% | -66.9% | +102.2% | +36.3% |
| All | +37.6% | -49.1% | +86.7% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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