+804.3%
WAT vs SPXU
-100.0%
+904.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.5% |
| 7D | +2.0% | -9.4% | +11.4% | -1.1% |
| 30D | +7.7% | +7.4% | +0.3% | +11.1% |
| 3M | +11.1% | +6.2% | +4.9% | +14.5% |
| 6M | +31.2% | -7.2% | +38.5% | +30.3% |
| YTD | +21.7% | -26.8% | +48.5% | +13.4% |
| 1Y | +19.3% | -26.3% | +45.6% | +11.8% |
| 3Y | +80.6% | -80.6% | +161.2% | +19.9% |
| 5Y | +29.5% | -83.6% | +113.1% | -5.3% |
| 10Y | +225.3% | -99.5% | +324.8% | 0.0% |
| All | +804.3% | -100.0% | +904.3% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling