+701.0%
WAT vs SPXU
-100.0%
+801.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.6% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +2.3% | +0.8% | +1.5% | +2.8% |
| 3M | +8.7% | -4.7% | +13.4% | +7.9% |
| 6M | +28.3% | -29.6% | +57.9% | +16.5% |
| YTD | +7.8% | -29.9% | +37.7% | -1.9% |
| 1Y | +36.6% | -39.1% | +75.7% | +19.4% |
| 3Y | +45.7% | -80.0% | +125.7% | -2.6% |
| 5Y | -3.3% | -86.0% | +82.7% | -33.3% |
| 10Y | +162.1% | -99.5% | +261.6% | -20.9% |
| All | +701.0% | -100.0% | +801.0% | -13.0% |
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 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