+500.9%
MAR vs WAT
+223.8%
+277.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.3% |
| 7D | +1.8% | +2.0% | -0.2% | +0.9% |
| 30D | +14.3% | +7.7% | +6.6% | +10.8% |
| 3M | +20.0% | +11.1% | +8.9% | +14.7% |
| 6M | +21.7% | +31.2% | -9.5% | +8.1% |
| YTD | +37.7% | +21.7% | +16.0% | +24.5% |
| 1Y | +46.8% | +19.3% | +27.5% | +33.8% |
| 3Y | +121.0% | +80.6% | +40.4% | +58.6% |
| 5Y | +183.1% | +29.5% | +153.5% | +131.3% |
| All | +500.9% | +223.8% | +277.1% | +209.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling