+607.1%
MS vs WAT
+227.3%
+379.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -1.6% | -1.1% | -0.4% | -1.0% |
| 30D | -3.8% | +5.0% | -8.7% | -5.8% |
| 3M | -14.6% | +14.5% | -29.1% | -19.7% |
| 6M | -5.1% | +30.9% | -36.0% | -16.4% |
| YTD | +4.5% | +20.5% | -16.0% | -5.9% |
| 1Y | +13.5% | +23.3% | -9.7% | +1.0% |
| 3Y | +160.4% | +81.5% | +78.9% | +76.9% |
| 5Y | +112.9% | +33.4% | +79.5% | +65.9% |
| All | +607.1% | +227.3% | +379.8% | +230.2% |
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 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