+779.7%
MSCI vs WAT
+232.2%
+547.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | -0.9% |
| 7D | +1.5% | +6.0% | -4.6% | -1.0% |
| 30D | +14.4% | +9.9% | +4.5% | +9.9% |
| 3M | +15.2% | +17.2% | -2.0% | +7.4% |
| 6M | +11.2% | +34.2% | -23.0% | -2.8% |
| YTD | +13.9% | +25.5% | -11.6% | +0.8% |
| 1Y | +12.5% | +28.3% | -15.7% | -1.7% |
| 3Y | +32.3% | +88.4% | -56.1% | -12.6% |
| 5Y | +4.9% | +36.1% | -31.3% | -17.8% |
| 10Y | +779.7% | +234.8% | +544.9% | +331.6% |
| All | +779.7% | +232.2% | +547.5% | +331.6% |
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