+13,824.2%
MA vs WAT
+882.2%
+12,942.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.7% | -1.3% | -1.4% | -2.2% |
| 30D | +1.5% | +2.3% | -0.8% | +0.4% |
| 3M | +20.4% | +8.7% | +11.7% | +15.9% |
| 6M | +11.1% | +28.3% | -17.2% | -1.5% |
| YTD | +2.0% | +7.8% | -5.8% | -3.5% |
| 1Y | -2.2% | +36.6% | -38.8% | -16.7% |
| 3Y | +41.9% | +45.7% | -3.8% | +10.1% |
| 5Y | +75.4% | -3.3% | +78.7% | +60.3% |
| 10Y | +527.5% | +162.1% | +365.4% | +245.3% |
| All | +13,824.2% | +882.2% | +12,942.0% | +4,485.9% |
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