-0.5%
MSFT vs WAT
+30.7%
-31.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.5% |
| 7D | -1.0% | -1.8% | +0.8% | -1.0% |
| 30D | -2.7% | -1.7% | -1.0% | -2.6% |
| 3M | +22.1% | +9.1% | +13.0% | +21.9% |
| 6M | +20.6% | +32.4% | -11.9% | +20.9% |
| YTD | +2.3% | +6.6% | -4.3% | +1.3% |
| 1Y | -0.5% | +34.7% | -35.2% | -1.0% |
| All | -0.5% | +30.7% | -31.2% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling