+26.6%
WAT vs SPG
+32.2%
-5.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.4% |
| 7D | +6.0% | +5.1% | +1.0% | +4.1% |
| 30D | +9.9% | +16.8% | -6.9% | +3.3% |
| 3M | +17.2% | +5.7% | +11.5% | +15.1% |
| 6M | +34.2% | +17.8% | +16.4% | +22.8% |
| YTD | +25.5% | +30.1% | -4.6% | +11.5% |
| All | +26.6% | +32.2% | -5.6% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling