-4.1%
WAT vs SITM
+164.5%
-168.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -1.8% | +3.7% | -5.5% | -2.3% |
| 30D | -1.7% | -14.5% | +12.8% | -0.1% |
| 3M | +9.1% | -10.6% | +19.6% | +8.9% |
| 6M | +32.4% | +65.5% | -33.1% | +20.4% |
| YTD | +6.6% | +67.0% | -60.4% | -4.2% |
| 1Y | +34.7% | +138.6% | -103.9% | +13.7% |
| 3Y | +53.6% | +421.8% | -368.2% | +7.6% |
| 5Y | -4.1% | +172.4% | -176.5% | -33.8% |
| All | -4.1% | +164.5% | -168.6% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling