+87.6%
WAT vs SITM
+4,789.7%
-4,702.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.9% | +1.0% |
| 7D | -0.3% | +3.9% | -4.1% | -0.7% |
| 30D | -1.9% | -6.6% | +4.7% | -1.3% |
| 3M | +13.5% | -11.9% | +25.4% | +13.7% |
| 6M | +37.2% | +81.1% | -43.9% | +23.8% |
| YTD | +7.5% | +80.0% | -72.5% | -3.8% |
| 1Y | +35.0% | +145.8% | -110.8% | +14.6% |
| 3Y | +55.1% | +475.9% | -420.8% | +10.3% |
| 5Y | -2.8% | +189.2% | -192.0% | -29.9% |
| All | +87.6% | +4,789.7% | -4,702.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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