+34.7%
WAT vs SPXU
-37.3%
+72.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.9% |
| 7D | -1.8% | +1.3% | -3.1% | -1.4% |
| 30D | -1.7% | +5.1% | -6.8% | -0.1% |
| 3M | +9.1% | -9.1% | +18.2% | +6.9% |
| 6M | +32.4% | -29.6% | +62.0% | +21.7% |
| YTD | +6.6% | -27.7% | +34.3% | -1.1% |
| 1Y | +34.7% | -37.0% | +71.7% | +12.6% |
| All | +34.7% | -37.3% | +72.0% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling