+30.8%
WAT vs SUI
-26.3%
+57.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | -1.1% | +6.2% | -7.3% | -3.7% |
| 30D | +5.0% | +8.6% | -3.6% | +0.9% |
| 3M | +14.5% | +1.0% | +13.5% | +13.4% |
| 6M | +30.9% | -2.6% | +33.5% | +31.3% |
| YTD | +20.5% | -0.1% | +20.6% | +19.2% |
| 1Y | +23.3% | +0.5% | +22.8% | +21.6% |
| 3Y | +81.5% | +15.3% | +66.2% | +64.0% |
| All | +30.8% | -26.3% | +57.1% | +49.9% |
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