+229.7%
WAT vs SPG
+114.5%
+115.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | +2.0% | +3.1% | -1.1% | +1.3% |
| 30D | +7.7% | +16.4% | -8.7% | +3.7% |
| 3M | +11.1% | +7.1% | +4.0% | +9.1% |
| 6M | +31.2% | +16.1% | +15.2% | +26.3% |
| YTD | +21.7% | +30.4% | -8.8% | +13.8% |
| 1Y | +19.3% | +33.0% | -13.7% | +11.1% |
| 3Y | +80.6% | +134.6% | -54.0% | +48.0% |
| 5Y | +29.5% | +84.9% | -55.4% | +9.6% |
| All | +229.7% | +114.5% | +115.2% | +174.9% |
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 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