+420.1%
WAT vs SPYG
+528.0%
-107.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.3% |
| 7D | +0.6% | +2.3% | -1.8% | -1.2% |
| 30D | +5.4% | -6.5% | +11.9% | +10.8% |
| 3M | +11.3% | -6.8% | +18.2% | +17.3% |
| 6M | +37.4% | -3.1% | +40.6% | +40.0% |
| YTD | +21.2% | +8.0% | +13.2% | +13.2% |
| 1Y | +21.3% | +10.2% | +11.1% | +11.5% |
| 3Y | +83.4% | +91.0% | -7.6% | +8.3% |
| 5Y | +29.0% | +67.7% | -38.8% | -16.8% |
| 10Y | +223.9% | +393.9% | -170.0% | -11.2% |
| All | +420.1% | +528.0% | -107.9% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling