-4.1%
WAT vs SPXS
-85.7%
+81.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.9% |
| 7D | -1.8% | +1.2% | -3.0% | -1.4% |
| 30D | -1.7% | +5.2% | -6.9% | +0.1% |
| 3M | +9.1% | -9.2% | +18.2% | +6.4% |
| 6M | +32.4% | -29.6% | +62.0% | +20.3% |
| YTD | +6.6% | -27.6% | +34.2% | -1.9% |
| 1Y | +34.7% | -36.7% | +71.4% | +19.5% |
| 3Y | +53.6% | -79.8% | +133.4% | +3.4% |
| 5Y | -4.1% | -85.9% | +81.8% | -33.8% |
| All | -4.1% | -85.7% | +81.6% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling