+15,762.5%
MA vs WAT
+1,040.9%
+14,721.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.8% | +3.4% | -1.6% | +0.4% |
| 30D | +11.8% | +9.6% | +2.2% | +7.5% |
| 3M | +17.2% | +15.5% | +1.7% | +10.1% |
| 6M | +33.4% | +33.9% | -0.5% | +17.3% |
| YTD | +16.1% | +25.2% | -9.0% | +3.2% |
| 1Y | +19.9% | +26.3% | -6.4% | +6.0% |
| 3Y | +70.1% | +85.8% | -15.7% | +19.2% |
| 5Y | +89.6% | +35.3% | +54.4% | +49.4% |
| 10Y | +568.4% | +231.8% | +336.6% | +234.3% |
| All | +15,762.5% | +1,040.9% | +14,721.6% | +4,803.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling