+156.4%
MAR vs WAT
-4.5%
+160.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -6.9% | -1.0% | -5.9% | -6.7% |
| 3M | -15.8% | +10.9% | -26.7% | -18.6% |
| 6M | +1.9% | +33.2% | -31.2% | -7.3% |
| YTD | +6.6% | +6.1% | +0.5% | +3.3% |
| 1Y | +23.7% | +30.2% | -6.6% | +12.3% |
| 3Y | +64.6% | +52.9% | +11.7% | +36.7% |
| 5Y | +156.4% | -5.1% | +161.5% | +137.7% |
| All | +156.4% | -4.5% | +160.8% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling