-7.5%
MSCI vs WAT
-3.2%
-4.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +0.4% | -1.3% | +1.7% | +0.8% |
| 30D | +0.6% | +2.3% | -1.8% | -0.3% |
| 3M | -7.1% | +8.7% | -15.8% | -10.1% |
| 6M | +0.8% | +28.3% | -27.5% | -8.9% |
| YTD | +1.0% | +7.8% | -6.8% | -3.3% |
| 1Y | +4.3% | +36.6% | -32.3% | -10.0% |
| 3Y | +9.9% | +45.7% | -35.7% | -16.0% |
| All | -7.5% | -3.2% | -4.2% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling