+13.7%
MSCI vs WAT
+27.0%
-13.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | +0.5% |
| 7D | +1.5% | +6.0% | -4.6% | +1.0% |
| 30D | +14.4% | +9.9% | +4.5% | +13.4% |
| 3M | +15.2% | +17.2% | -2.0% | +13.6% |
| 6M | +11.2% | +34.2% | -23.0% | +8.1% |
| YTD | +13.9% | +25.5% | -11.6% | +10.1% |
| All | +13.7% | +27.0% | -13.4% | +9.1% |
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