+3,179.7%
MAR vs WAT
+3,529.5%
-349.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.5% |
| 7D | +1.8% | +2.0% | -0.2% | +1.2% |
| 30D | +14.3% | +7.7% | +6.6% | +11.8% |
| 3M | +20.0% | +11.1% | +8.9% | +16.2% |
| 6M | +21.7% | +31.2% | -9.5% | +12.0% |
| YTD | +37.7% | +21.7% | +16.0% | +28.4% |
| 1Y | +46.8% | +19.3% | +27.5% | +37.6% |
| 3Y | +121.0% | +80.6% | +40.4% | +79.6% |
| 5Y | +183.1% | +29.5% | +153.5% | +148.7% |
| 10Y | +532.4% | +225.3% | +307.2% | +331.3% |
| All | +3,179.7% | +3,529.5% | -349.8% | +1,134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling