-4.4%
WAT vs MKTX
-60.6%
+56.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -3.2% | +0.8% | -4.0% | -3.3% |
| 3M | +10.6% | +41.1% | -30.5% | +4.2% |
| 6M | +34.0% | -9.5% | +43.6% | +36.3% |
| YTD | +5.7% | -8.7% | +14.4% | +7.2% |
| 1Y | +37.1% | -10.0% | +47.0% | +39.1% |
| 3Y | +52.4% | -24.6% | +77.0% | +56.5% |
| 5Y | -4.4% | -60.3% | +55.9% | +11.6% |
| All | -4.4% | -60.6% | +56.1% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling