+166.1%
WAT vs MKTX
+5.0%
+161.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | -1.9% | +0.7% | -2.6% | -2.0% |
| 3M | +13.5% | +40.8% | -27.3% | +5.0% |
| 6M | +37.2% | -8.0% | +45.2% | +38.6% |
| YTD | +7.5% | -8.7% | +16.2% | +8.4% |
| 1Y | +35.0% | -11.8% | +46.9% | +37.0% |
| 3Y | +55.1% | -24.0% | +79.1% | +58.6% |
| 5Y | -2.8% | -60.3% | +57.5% | +13.9% |
| All | +166.1% | +5.0% | +161.1% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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