+6,965.0%
MCO vs WAT
+10,644.3%
-3,679.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +0.9% | -1.0% | +1.9% | +1.2% |
| 3M | +8.7% | +10.9% | -2.2% | +5.6% |
| 6M | +2.4% | +33.2% | -30.8% | -5.5% |
| YTD | -5.2% | +6.1% | -11.2% | -7.6% |
| 1Y | -4.4% | +30.2% | -34.6% | -11.9% |
| 3Y | +45.1% | +52.9% | -7.7% | +25.8% |
| 5Y | +31.5% | -5.1% | +36.6% | +27.3% |
| 10Y | +380.7% | +152.6% | +228.1% | +267.7% |
| All | +6,965.0% | +10,644.3% | -3,679.3% | +3,562.2% |
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 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