+88.0%
WAT vs SITM
+4,608.4%
-4,520.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.6% | -1.8% |
| 7D | -1.3% | +9.7% | -11.0% | -2.4% |
| 30D | +2.3% | +12.7% | -10.4% | +0.1% |
| 3M | +8.7% | -13.4% | +22.2% | +9.0% |
| 6M | +28.3% | +59.6% | -31.3% | +17.5% |
| YTD | +7.8% | +73.3% | -65.5% | -3.1% |
| 1Y | +36.6% | +165.5% | -128.9% | +14.7% |
| 3Y | +45.7% | +368.7% | -323.0% | +6.4% |
| 5Y | -3.3% | +172.5% | -175.8% | -29.7% |
| All | +88.0% | +4,608.4% | -4,520.3% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling