+73.1%
MA vs WAT
-3.2%
+76.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -2.7% | -1.3% | -1.4% | -2.4% |
| 30D | +1.5% | +2.3% | -0.8% | +0.9% |
| 3M | +20.4% | +8.7% | +11.7% | +17.7% |
| 6M | +11.1% | +28.3% | -17.2% | +3.5% |
| YTD | +2.0% | +7.8% | -5.8% | -0.8% |
| 1Y | -2.2% | +36.6% | -38.8% | -11.2% |
| 3Y | +41.9% | +45.7% | -3.8% | +20.2% |
| All | +73.1% | -3.2% | +76.3% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling