+83.4%
WAT vs SPG
+135.6%
-52.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.6% | +2.0% | -1.4% | -0.4% |
| 30D | +5.4% | +17.2% | -11.8% | -3.2% |
| 3M | +11.3% | +6.3% | +5.0% | +7.7% |
| 6M | +37.4% | +18.7% | +18.7% | +24.2% |
| YTD | +21.2% | +30.1% | -8.9% | +4.0% |
| 1Y | +21.3% | +32.8% | -11.4% | +3.0% |
| 3Y | +83.4% | +133.6% | -50.2% | +19.0% |
| All | +83.4% | +135.6% | -52.2% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling