+10,726.6%
WAT vs SPG
+4,370.4%
+6,356.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.3% | -2.4% | +1.1% | -0.7% |
| 30D | +2.3% | -6.8% | +9.2% | +4.1% |
| 3M | +8.7% | +2.7% | +6.1% | +7.9% |
| 6M | +28.3% | +5.5% | +22.9% | +26.5% |
| YTD | +7.8% | +15.7% | -7.9% | +3.9% |
| 1Y | +36.6% | +20.9% | +15.7% | +30.3% |
| 3Y | +45.7% | +112.4% | -66.7% | +21.5% |
| 5Y | -3.3% | +101.4% | -104.7% | -19.1% |
| 10Y | +162.1% | +60.6% | +101.5% | +112.3% |
| All | +10,726.6% | +4,370.4% | +6,356.2% | +3,423.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling