+231.4%
WAT vs M
-5.1%
+236.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +0.7% | -3.3% | +4.0% | +1.2% |
| 30D | +9.0% | +8.1% | +0.9% | +7.7% |
| 3M | +13.5% | +2.2% | +11.3% | +12.9% |
| 6M | +35.3% | +35.1% | +0.2% | +28.8% |
| YTD | +24.0% | +15.8% | +8.1% | +20.6% |
| 1Y | +22.0% | +25.8% | -3.9% | +17.1% |
| 3Y | +84.0% | +156.2% | -72.2% | +56.7% |
| 5Y | +34.4% | -2.4% | +36.7% | +24.4% |
| 10Y | +231.4% | -7.1% | +238.5% | +157.9% |
| All | +231.4% | -5.1% | +236.5% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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