-99.8%
WATT vs SPY
+411.3%
-511.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.2% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -40.0% | +0.1% | -40.0% | -40.0% |
| 3M | -61.7% | +2.0% | -63.7% | -62.3% |
| 6M | -2.7% | +13.0% | -15.7% | -12.9% |
| YTD | +168.9% | +13.5% | +155.4% | +139.4% |
| 1Y | +58.7% | +20.0% | +38.8% | +34.1% |
| 3Y | -82.1% | +77.2% | -159.3% | -90.4% |
| 5Y | -99.3% | +81.9% | -181.1% | -99.6% |
| 10Y | -99.9% | +314.1% | -414.0% | -100.0% |
| All | -99.8% | +411.3% | -511.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling