+12,001.8%
WAT vs SM
+992.8%
+11,009.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -1.1% | -25.9% | +24.8% | +1.9% |
| 30D | +5.0% | -15.1% | +20.1% | +6.5% |
| 3M | +14.5% | +4.9% | +9.6% | +13.2% |
| 6M | +30.9% | +6.1% | +24.8% | +28.6% |
| YTD | +20.5% | +63.4% | -43.0% | +12.0% |
| 1Y | +23.3% | +72.5% | -49.2% | +13.8% |
| 3Y | +81.5% | -16.9% | +98.4% | +78.2% |
| 5Y | +33.4% | -10.6% | +44.0% | +26.2% |
| 10Y | +231.5% | +11.3% | +220.2% | +137.6% |
| All | +12,001.8% | +992.8% | +11,009.0% | +4,785.7% |
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