+3,024.5%
MS vs WAT
+11,982.1%
-8,957.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -4.7% |
| 7D | -3.4% | -5.6% | +2.2% | -1.1% |
| 30D | -3.9% | +3.8% | -7.7% | -5.3% |
| 3M | -15.9% | +13.3% | -29.2% | -20.1% |
| 6M | -2.5% | +32.2% | -34.7% | -13.3% |
| YTD | +5.1% | +19.3% | -14.2% | -4.0% |
| 1Y | +13.0% | +21.8% | -8.9% | +2.2% |
| 3Y | +160.7% | +73.9% | +86.7% | +95.0% |
| 5Y | +114.0% | +32.1% | +82.0% | +75.7% |
| 10Y | +637.5% | +228.2% | +409.2% | +315.0% |
| All | +3,024.5% | +11,982.1% | -8,957.7% | +686.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling