+2,785.5%
MSCI vs WAT
+536.1%
+2,249.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | +2.7% | +3.4% | -0.7% | +1.1% |
| 30D | +16.2% | +9.6% | +6.6% | +11.2% |
| 3M | +17.1% | +15.5% | +1.6% | +9.1% |
| 6M | +13.0% | +33.9% | -20.9% | -2.6% |
| YTD | +15.8% | +25.2% | -9.4% | +0.9% |
| 1Y | +15.5% | +26.3% | -10.8% | +0.1% |
| 3Y | +32.3% | +85.8% | -53.5% | -12.7% |
| 5Y | +8.2% | +35.3% | -27.1% | -16.5% |
| 10Y | +800.7% | +231.8% | +568.9% | +317.0% |
| All | +2,785.5% | +536.1% | +2,249.4% | +750.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling