+145.1%
MS vs WAT
-3.2%
+148.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +1.4% | -1.3% | +2.7% | +1.8% |
| 30D | -0.3% | +2.3% | -2.6% | -1.0% |
| 3M | +0.3% | +8.7% | -8.4% | -2.6% |
| 6M | +31.3% | +28.3% | +3.0% | +20.1% |
| YTD | +24.7% | +7.8% | +16.9% | +20.0% |
| 1Y | +47.9% | +36.6% | +11.3% | +30.5% |
| 3Y | +178.3% | +45.7% | +132.7% | +128.0% |
| All | +145.1% | -3.2% | +148.3% | +118.5% |
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