+30.9%
WAT vs SM
+2.7%
+28.3%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +1.1% |
| 7D | -1.1% | -25.9% | +24.8% | -3.3% |
| 30D | +5.0% | -15.1% | +20.1% | +3.9% |
| 3M | +14.5% | +4.9% | +9.6% | +14.9% |
| 6M | +30.9% | +6.1% | +24.8% | +32.9% |
| All | +30.9% | +2.7% | +28.3% | +32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling