+920.4%
MSFT vs WAT
+232.2%
+688.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.4% | +1.3% |
| 7D | +7.5% | +6.0% | +1.5% | +5.5% |
| 30D | +1.9% | +9.9% | -8.0% | -1.3% |
| 3M | +9.2% | +17.2% | -7.9% | +3.4% |
| 6M | +31.9% | +34.2% | -2.4% | +18.7% |
| YTD | +13.4% | +25.5% | -12.1% | +3.1% |
| 1Y | +10.6% | +28.3% | -17.6% | -0.5% |
| 3Y | +54.7% | +88.4% | -33.7% | +10.2% |
| 5Y | +69.1% | +36.1% | +32.9% | +37.6% |
| 10Y | +920.4% | +234.8% | +685.6% | +449.5% |
| All | +920.4% | +232.2% | +688.2% | +449.5% |
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