+70.7%
MA vs WAT
+82.3%
-11.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +1.3% | +0.6% | +0.7% | +1.2% |
| 30D | +9.6% | +5.4% | +4.2% | +8.7% |
| 3M | +16.8% | +11.3% | +5.5% | +14.7% |
| 6M | +35.2% | +37.4% | -2.2% | +28.2% |
| YTD | +16.6% | +21.2% | -4.6% | +12.7% |
| 1Y | +19.8% | +21.3% | -1.6% | +15.8% |
| 3Y | +70.7% | +83.4% | -12.7% | +53.2% |
| All | +70.7% | +82.3% | -11.7% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling