+28.3%
WAT vs SOLS
-14.3%
+42.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.9% | -1.4% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | +2.3% | +2.1% | +0.2% | +2.3% |
| 3M | +8.7% | -24.1% | +32.9% | +13.0% |
| 6M | +28.3% | -15.0% | +43.3% | +28.3% |
| All | +28.3% | -14.3% | +42.6% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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