+922.9%
MSFT vs WAT
+228.2%
+694.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +2.3% | +3.4% | -1.1% | +1.2% |
| 30D | -0.4% | +9.6% | -10.0% | -3.4% |
| 3M | +5.6% | +15.5% | -9.9% | +0.4% |
| 6M | +29.0% | +33.9% | -4.9% | +16.1% |
| YTD | +10.9% | +25.2% | -14.2% | +0.9% |
| 1Y | +6.2% | +26.3% | -20.0% | -3.9% |
| 3Y | +47.6% | +85.8% | -38.2% | +5.7% |
| 5Y | +67.9% | +35.3% | +32.6% | +37.1% |
| 10Y | +922.9% | +231.8% | +691.1% | +450.5% |
| All | +922.9% | +228.2% | +694.7% | +450.5% |
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