+10,726.6%
WAT vs SPY
+2,082.4%
+8,644.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +2.3% | +0.1% | +2.3% | +2.3% |
| 3M | +8.7% | +2.0% | +6.7% | +6.8% |
| 6M | +28.3% | +13.0% | +15.3% | +15.6% |
| YTD | +7.8% | +13.5% | -5.8% | -3.4% |
| 1Y | +36.6% | +20.0% | +16.6% | +16.7% |
| 3Y | +45.7% | +77.2% | -31.5% | -10.7% |
| 5Y | -3.3% | +81.9% | -85.2% | -41.9% |
| 10Y | +162.1% | +314.1% | -152.0% | -21.5% |
| All | +10,726.6% | +2,082.4% | +8,644.2% | +953.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling