+234.8%
WAT vs SPG
+117.3%
+117.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.7% |
| 7D | +6.0% | +5.1% | +1.0% | +4.8% |
| 30D | +9.9% | +16.8% | -6.9% | +5.7% |
| 3M | +17.2% | +5.7% | +11.5% | +15.5% |
| 6M | +34.2% | +17.8% | +16.4% | +28.7% |
| YTD | +25.5% | +30.1% | -4.6% | +17.5% |
| 1Y | +28.3% | +32.8% | -4.5% | +19.5% |
| 3Y | +88.4% | +137.2% | -48.9% | +54.1% |
| 5Y | +36.1% | +81.5% | -45.3% | +15.6% |
| 10Y | +234.8% | +116.5% | +118.3% | +179.4% |
| All | +234.8% | +117.3% | +117.5% | +179.4% |
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