+35.3%
WAT vs SUI
-25.9%
+61.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.1% |
| 7D | +3.4% | +3.4% | 0.0% | +1.9% |
| 30D | +9.6% | +4.6% | +5.0% | +7.1% |
| 3M | +15.5% | +1.6% | +13.9% | +14.1% |
| 6M | +33.9% | -3.5% | +37.4% | +34.8% |
| YTD | +25.2% | -1.0% | +26.2% | +24.3% |
| 1Y | +26.3% | -1.7% | +28.0% | +25.8% |
| 3Y | +85.8% | +18.4% | +67.4% | +65.6% |
| 5Y | +35.3% | -26.3% | +61.6% | +55.4% |
| All | +35.3% | -25.9% | +61.2% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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