-76.8%
WATT vs SPY
+77.4%
-154.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +5.5% | +0.5% | +4.9% | +5.1% |
| 30D | -40.8% | -0.9% | -39.8% | -40.4% |
| 3M | -57.6% | +3.9% | -61.5% | -58.4% |
| 6M | -0.5% | +14.5% | -15.0% | -5.3% |
| YTD | +174.4% | +12.9% | +161.5% | +161.8% |
| 1Y | +24.3% | +19.4% | +4.9% | +18.1% |
| All | -76.8% | +77.4% | -154.1% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling