+578.8%
MS vs WAT
+232.2%
+346.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.1% | +1.3% |
| 7D | +0.7% | +6.0% | -5.3% | -1.8% |
| 30D | -0.9% | +9.9% | -10.8% | -4.9% |
| 3M | -13.0% | +17.2% | -30.2% | -19.0% |
| 6M | -2.0% | +34.2% | -36.2% | -14.6% |
| YTD | +7.8% | +25.5% | -17.7% | -4.7% |
| 1Y | +17.9% | +28.3% | -10.4% | +3.1% |
| 3Y | +174.8% | +88.4% | +86.4% | +83.9% |
| 5Y | +119.9% | +36.1% | +83.7% | +70.5% |
| 10Y | +578.8% | +234.8% | +344.0% | +215.6% |
| All | +578.8% | +232.2% | +346.6% | +215.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling