-1.6%
MDLN vs WAT
+23.3%
-24.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.7% | +16.7% | +17.9% |
| 7D | +24.7% | -1.9% | +26.6% | +25.2% |
| 30D | +12.7% | +6.2% | +6.5% | +10.8% |
| 3M | -4.0% | +18.1% | -22.1% | -8.3% |
| 6M | -8.7% | +54.9% | -63.6% | -18.0% |
| YTD | -3.9% | +23.1% | -27.0% | -11.7% |
| All | -1.6% | +23.3% | -24.9% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling