+228.3%
WAT vs SPXU
-99.5%
+327.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | 0.0% |
| 7D | +0.6% | -7.6% | +8.1% | -1.7% |
| 30D | +5.4% | +5.3% | +0.1% | +8.0% |
| 3M | +11.3% | +9.6% | +1.7% | +15.8% |
| 6M | +37.4% | -4.5% | +41.9% | +37.9% |
| YTD | +21.2% | -25.9% | +47.0% | +13.8% |
| 1Y | +21.3% | -28.9% | +50.2% | +12.8% |
| 3Y | +83.4% | -80.5% | +163.8% | +25.1% |
| 5Y | +29.0% | -83.4% | +112.4% | -3.5% |
| All | +228.3% | -99.5% | +327.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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