+34.0%
MSCI vs WAT
+83.1%
-49.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.2% |
| 7D | -0.7% | +2.0% | -2.7% | -1.0% |
| 30D | +16.2% | +7.7% | +8.5% | +14.8% |
| 3M | +16.1% | +11.1% | +5.1% | +14.1% |
| 6M | +12.9% | +31.2% | -18.3% | +7.7% |
| YTD | +14.8% | +21.7% | -6.9% | +10.4% |
| 1Y | +13.8% | +19.3% | -5.5% | +9.7% |
| All | +34.0% | +83.1% | -49.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling