-99.9%
WATT vs SPY
+405.7%
-505.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.2% |
| 7D | +10.4% | -0.9% | +11.4% | +12.5% |
| 30D | -16.6% | -2.4% | -14.3% | -13.4% |
| 3M | -51.8% | -1.2% | -50.7% | -50.5% |
| 6M | -65.0% | +3.3% | -68.3% | -65.4% |
| YTD | +125.3% | +12.3% | +113.0% | +105.8% |
| 1Y | +26.1% | +12.4% | +13.6% | +15.2% |
| 3Y | -83.5% | +78.8% | -162.3% | -91.2% |
| 5Y | -99.2% | +75.2% | -174.4% | -99.6% |
| 10Y | -99.9% | +311.1% | -411.0% | -100.0% |
| All | -99.9% | +405.7% | -505.5% | -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