+817.7%
WAT vs MKTX
+1,445.1%
-627.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.8% | +0.3% | -2.1% | -1.8% |
| 30D | -1.7% | +1.0% | -2.6% | -1.9% |
| 3M | +9.1% | +40.8% | -31.7% | +1.6% |
| 6M | +32.4% | -10.9% | +43.3% | +33.8% |
| YTD | +6.6% | -8.6% | +15.2% | +6.8% |
| 1Y | +34.7% | -11.6% | +46.3% | +35.6% |
| 3Y | +53.6% | -24.5% | +78.1% | +56.3% |
| 5Y | -4.1% | -60.7% | +56.6% | +8.5% |
| 10Y | +167.9% | +5.1% | +162.7% | +146.7% |
| All | +817.7% | +1,445.1% | -627.4% | +382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling