-3.2%
WAT vs SPG
+102.5%
-105.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -1.3% | -2.4% | +1.1% | -0.1% |
| 30D | +2.3% | -6.8% | +9.2% | +5.9% |
| 3M | +8.7% | +2.7% | +6.1% | +6.9% |
| 6M | +28.3% | +5.5% | +22.9% | +24.5% |
| YTD | +7.8% | +15.7% | -7.9% | -0.1% |
| 1Y | +36.6% | +20.9% | +15.7% | +23.8% |
| 3Y | +45.7% | +112.4% | -66.7% | +0.8% |
| All | -3.2% | +102.5% | -105.7% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling