+3,100.0%
MCHP vs WAT
+10,816.8%
-7,716.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.8% |
| 7D | +1.7% | -1.3% | +3.0% | +2.2% |
| 30D | -4.1% | +2.3% | -6.4% | -4.8% |
| 3M | -22.5% | +8.7% | -31.3% | -24.7% |
| 6M | +7.3% | +28.3% | -21.0% | -2.6% |
| YTD | +18.4% | +7.8% | +10.6% | +13.8% |
| 1Y | +18.1% | +36.6% | -18.5% | +4.0% |
| 3Y | -2.8% | +45.7% | -48.5% | -16.8% |
| 5Y | +5.5% | -3.3% | +8.8% | +2.7% |
| 10Y | +185.8% | +162.1% | +23.7% | +104.3% |
| All | +3,100.0% | +10,816.8% | -7,716.8% | +1,019.0% |
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