+868.6%
MSFT vs WAT
+153.6%
+715.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | -1.0% | -1.0% | -0.1% | -0.8% |
| 3M | +20.2% | +10.9% | +9.3% | +15.6% |
| 6M | +21.3% | +33.2% | -11.9% | +8.7% |
| YTD | +2.8% | +6.1% | -3.3% | -1.0% |
| 1Y | 0.0% | +30.2% | -30.3% | -11.5% |
| 3Y | +51.2% | +52.9% | -1.6% | +16.4% |
| 5Y | +71.4% | -5.1% | +76.6% | +62.2% |
| 10Y | +868.6% | +152.6% | +716.0% | +475.1% |
| All | +868.6% | +153.6% | +715.0% | +475.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling