+124.8%
MS vs WAT
+36.4%
+88.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +0.8% | +3.4% | -2.6% | -0.2% |
| 30D | -0.7% | +9.6% | -10.3% | -3.6% |
| 3M | -12.4% | +15.5% | -27.8% | -16.4% |
| 6M | -1.7% | +33.9% | -35.6% | -11.0% |
| YTD | +8.0% | +25.2% | -17.1% | -1.0% |
| 1Y | +16.2% | +26.3% | -10.1% | +6.1% |
| 3Y | +171.3% | +85.8% | +85.5% | +102.2% |
| 5Y | +124.8% | +35.3% | +89.5% | +83.4% |
| All | +124.8% | +36.4% | +88.4% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling