+83.4%
WAT vs SM
-3.9%
+87.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.6% | +9.4% | -8.8% | -0.3% |
| 30D | +5.4% | -14.4% | +19.8% | +6.7% |
| 3M | +11.3% | +1.6% | +9.8% | +10.2% |
| 6M | +37.4% | +6.3% | +31.1% | +34.6% |
| YTD | +21.2% | +78.8% | -57.6% | +6.7% |
| 1Y | +21.3% | +83.1% | -61.8% | +6.1% |
| 3Y | +83.4% | -5.9% | +89.3% | +64.2% |
| All | +83.4% | -3.9% | +87.3% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling