+30.2%
WAT vs SPG
+22.1%
+8.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -2.1% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -1.0% | -4.9% | +4.0% | +1.4% |
| 3M | +10.9% | +3.3% | +7.6% | +7.9% |
| 6M | +33.2% | +11.2% | +22.0% | +24.0% |
| YTD | +6.1% | +17.1% | -11.0% | -2.5% |
| 1Y | +30.2% | +21.6% | +8.6% | +16.3% |
| All | +30.2% | +22.1% | +8.1% | +16.3% |
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