+10,726.6%
WAT vs SM
+1,230.9%
+9,495.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +2.3% | +26.3% | -24.0% | -0.3% |
| 3M | +8.7% | +8.7% | +0.1% | +7.2% |
| 6M | +28.3% | +51.7% | -23.4% | +21.2% |
| YTD | +7.8% | +99.0% | -91.3% | -1.5% |
| 1Y | +36.6% | +34.6% | +2.0% | +29.9% |
| 3Y | +45.7% | -7.8% | +53.4% | +41.9% |
| 5Y | -3.3% | +104.8% | -108.1% | -16.2% |
| 10Y | +162.1% | +7.2% | +154.9% | +90.7% |
| All | +10,726.6% | +1,230.9% | +9,495.6% | +4,199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling