-99.2%
WATT vs SPY
+81.8%
-181.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.6% |
| 7D | +5.5% | +0.5% | +4.9% | +4.9% |
| 30D | -40.8% | -0.9% | -39.8% | -40.2% |
| 3M | -57.6% | +3.9% | -61.5% | -58.9% |
| 6M | -0.5% | +14.5% | -15.0% | -10.2% |
| YTD | +174.4% | +12.9% | +161.5% | +150.3% |
| 1Y | +24.3% | +19.4% | +4.9% | +9.0% |
| 3Y | -77.6% | +78.5% | -156.1% | -87.7% |
| 5Y | -99.2% | +81.8% | -181.0% | -99.5% |
| All | -99.2% | +81.8% | -181.0% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling