+15.2%
MS vs WAT
+25.1%
-9.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +0.8% | +3.4% | -2.6% | 0.0% |
| 30D | -0.7% | +9.6% | -10.3% | -2.7% |
| 3M | -12.4% | +15.5% | -27.8% | -15.2% |
| 6M | -1.7% | +33.9% | -35.6% | -8.3% |
| YTD | +8.0% | +25.2% | -17.1% | -0.2% |
| All | +15.2% | +25.1% | -9.9% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling