+167.9%
WAT vs SPG
+59.6%
+108.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.1% |
| 7D | -1.8% | -1.7% | -0.1% | -1.4% |
| 30D | -1.7% | -6.3% | +4.6% | -0.2% |
| 3M | +9.1% | -2.4% | +11.5% | +9.6% |
| 6M | +32.4% | +9.6% | +22.8% | +29.3% |
| YTD | +6.6% | +14.2% | -7.6% | +3.0% |
| 1Y | +34.7% | +19.3% | +15.4% | +28.9% |
| 3Y | +53.6% | +106.7% | -53.1% | +30.0% |
| 5Y | -4.1% | +104.2% | -108.3% | -19.4% |
| 10Y | +167.9% | +63.7% | +104.2% | +132.9% |
| All | +167.9% | +59.6% | +108.3% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling