+36.1%
WAT vs SPY
+71.5%
-35.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +1.9% |
| 7D | +6.0% | +0.1% | +6.0% | +5.9% |
| 30D | +9.9% | -3.3% | +13.2% | +13.6% |
| 3M | +17.2% | -2.4% | +19.6% | +20.0% |
| 6M | +34.2% | +2.6% | +31.7% | +30.8% |
| YTD | +25.5% | +11.2% | +14.3% | +13.1% |
| 1Y | +28.3% | +13.4% | +14.9% | +13.4% |
| 3Y | +88.4% | +79.9% | +8.5% | +5.5% |
| 5Y | +36.1% | +72.2% | -36.0% | -20.6% |
| All | +36.1% | +71.5% | -35.3% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling