+4.7%
MDT vs WAT
+41.4%
-36.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.3% |
| 7D | +3.2% | -1.3% | +4.5% | +3.4% |
| 30D | +9.5% | +2.3% | +7.2% | +9.2% |
| 3M | +16.0% | +8.7% | +7.2% | +14.8% |
| 6M | +0.2% | +28.3% | -28.1% | -3.3% |
| YTD | -0.3% | +7.8% | -8.1% | -1.5% |
| 1Y | +4.7% | +36.6% | -31.9% | +1.1% |
| All | +4.7% | +41.4% | -36.7% | +1.1% |
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