+593.1%
MA vs WAT
+222.4%
+370.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | +9.6% | +5.4% | +4.2% | +7.3% |
| 3M | +16.8% | +11.3% | +5.5% | +11.9% |
| 6M | +35.2% | +37.4% | -2.2% | +19.3% |
| YTD | +16.6% | +21.2% | -4.6% | +6.3% |
| 1Y | +19.8% | +21.3% | -1.6% | +9.1% |
| 3Y | +70.7% | +83.4% | -12.7% | +21.3% |
| 5Y | +87.4% | +29.0% | +58.4% | +53.6% |
| All | +593.1% | +222.4% | +370.7% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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