-4.1%
WAT vs SPYG
+83.9%
-88.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | -1.8% | +0.3% | -2.1% | -2.0% |
| 30D | -1.7% | -1.7% | 0.0% | -0.5% |
| 3M | +9.1% | +3.6% | +5.4% | +6.2% |
| 6M | +32.4% | +16.6% | +15.8% | +18.8% |
| YTD | +6.6% | +13.4% | -6.8% | -2.7% |
| 1Y | +34.7% | +19.6% | +15.1% | +18.0% |
| 3Y | +53.6% | +99.8% | -46.2% | -9.5% |
| 5Y | -4.1% | +85.0% | -89.0% | -42.2% |
| All | -4.1% | +83.9% | -88.0% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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