+18.7%
MA vs WAT
+23.8%
-5.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +2.3% | -1.1% | +3.4% | +2.4% |
| 30D | +14.7% | +5.0% | +9.7% | +14.2% |
| 3M | +13.5% | +14.5% | -1.0% | +12.3% |
| 6M | +33.1% | +30.9% | +2.2% | +30.3% |
| YTD | +15.1% | +20.5% | -5.4% | +15.7% |
| 1Y | +18.7% | +23.3% | -4.6% | +17.1% |
| All | +18.7% | +23.8% | -5.1% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling