-99.9%
WATT vs SPY
+312.5%
-412.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.3% |
| 7D | +8.5% | -0.4% | +8.9% | +8.9% |
| 30D | -38.7% | -1.4% | -37.3% | -37.8% |
| 3M | -52.5% | +3.7% | -56.2% | -54.1% |
| 6M | -0.8% | +13.0% | -13.8% | -11.0% |
| YTD | +185.0% | +12.4% | +172.6% | +156.8% |
| 1Y | +20.9% | +18.5% | +2.4% | +3.7% |
| 3Y | -76.7% | +77.6% | -154.4% | -87.6% |
| 5Y | -99.2% | +81.7% | -180.9% | -99.6% |
| 10Y | -99.9% | +319.7% | -419.5% | -100.0% |
| All | -99.9% | +312.5% | -412.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling