+161.8%
WAT vs SPXS
-99.5%
+261.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | -0.2% |
| 7D | -2.9% | +6.4% | -9.3% | -1.0% |
| 30D | -3.2% | +6.0% | -9.2% | -1.3% |
| 3M | +10.6% | -11.6% | +22.2% | +7.1% |
| 6M | +34.0% | -28.7% | +62.8% | +22.8% |
| YTD | +5.7% | -26.3% | +32.0% | -1.7% |
| 1Y | +37.1% | -34.9% | +72.0% | +23.4% |
| 3Y | +52.4% | -79.5% | +131.8% | +5.6% |
| 5Y | -4.4% | -85.9% | +81.5% | -32.2% |
| All | +161.8% | -99.5% | +261.3% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling