+362.6%
WAT vs SPYG
+564.9%
-202.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.6% |
| 30D | +2.3% | -0.4% | +2.8% | +2.7% |
| 3M | +8.7% | +0.5% | +8.2% | +7.9% |
| 6M | +28.3% | +17.5% | +10.9% | +13.0% |
| YTD | +7.8% | +14.3% | -6.6% | -3.4% |
| 1Y | +36.6% | +21.7% | +14.9% | +16.3% |
| 3Y | +45.7% | +98.6% | -52.9% | -16.4% |
| 5Y | -3.3% | +85.1% | -88.4% | -42.1% |
| 10Y | +162.1% | +412.0% | -249.9% | -29.9% |
| All | +362.6% | +564.9% | -202.3% | -15.6% |
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