+10.0%
MSCI vs WAT
+46.1%
-36.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | +0.6% | +2.3% | -1.8% | +0.1% |
| 3M | -7.1% | +8.7% | -15.8% | -8.5% |
| 6M | +0.8% | +28.3% | -27.5% | -4.0% |
| YTD | +1.0% | +7.8% | -6.8% | -1.0% |
| 1Y | +4.3% | +36.6% | -32.3% | -3.1% |
| All | +10.0% | +46.1% | -36.1% | -0.2% |
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