+915.1%
MSFT vs WAT
+222.4%
+692.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.3% | +0.6% | -1.8% | -1.5% |
| 30D | -1.8% | +5.4% | -7.3% | -3.6% |
| 3M | +5.6% | +11.3% | -5.7% | +1.7% |
| 6M | +29.8% | +37.4% | -7.6% | +15.9% |
| YTD | +9.0% | +21.2% | -12.2% | +0.2% |
| 1Y | +4.9% | +21.3% | -16.4% | -3.8% |
| 3Y | +46.2% | +83.4% | -37.2% | +4.9% |
| 5Y | +62.1% | +29.0% | +33.1% | +34.8% |
| All | +915.1% | +222.4% | +692.7% | +454.4% |
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