+152.6%
WAT vs SPY
+311.3%
-158.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.1% |
| 7D | -0.7% | +0.5% | -1.3% | -1.2% |
| 30D | -1.0% | -0.9% | 0.0% | 0.0% |
| 3M | +10.9% | +3.9% | +7.0% | +6.9% |
| 6M | +33.2% | +14.5% | +18.7% | +17.2% |
| YTD | +6.1% | +12.9% | -6.8% | -5.4% |
| 1Y | +30.2% | +19.4% | +10.9% | +10.1% |
| 3Y | +52.9% | +78.5% | -25.6% | -11.3% |
| 5Y | -5.1% | +81.8% | -86.9% | -45.9% |
| 10Y | +152.6% | +311.5% | -158.9% | -37.5% |
| All | +152.6% | +311.3% | -158.7% | -37.5% |
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