+167.9%
WAT vs SPG
+57.9%
+110.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +3.9% | +1.3% |
| 7D | -1.8% | -2.7% | +0.9% | -1.2% |
| 30D | -1.7% | -7.3% | +5.6% | +0.1% |
| 3M | +9.1% | -3.5% | +12.5% | +9.9% |
| 6M | +32.4% | +8.5% | +24.0% | +29.6% |
| YTD | +6.6% | +13.0% | -6.4% | +3.3% |
| 1Y | +34.7% | +18.0% | +16.7% | +29.2% |
| 3Y | +53.6% | +104.5% | -50.9% | +30.3% |
| 5Y | -4.1% | +102.0% | -106.1% | -19.2% |
| 10Y | +167.9% | +61.9% | +105.9% | +133.5% |
| All | +167.9% | +57.9% | +110.0% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling