+231.8%
WAT vs SPY
+304.1%
-72.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | +3.4% | -0.6% | +4.0% | +4.0% |
| 30D | +9.6% | -3.7% | +13.3% | +13.6% |
| 3M | +15.5% | -2.7% | +18.2% | +18.6% |
| 6M | +33.9% | +2.2% | +31.7% | +31.1% |
| YTD | +25.2% | +10.8% | +14.4% | +13.7% |
| 1Y | +26.3% | +11.2% | +15.0% | +14.3% |
| 3Y | +85.8% | +76.5% | +9.3% | +9.2% |
| 5Y | +35.3% | +72.9% | -37.7% | -19.1% |
| 10Y | +231.8% | +304.8% | -73.0% | -12.2% |
| All | +231.8% | +304.1% | -72.3% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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