+70.1%
MDT vs WAT
+222.4%
-152.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.0% | +0.6% | +0.5% | +0.8% |
| 30D | +9.2% | +5.4% | +3.7% | +7.3% |
| 3M | +14.5% | +11.3% | +3.2% | +10.5% |
| 6M | +37.3% | +37.4% | -0.1% | +23.7% |
| YTD | +9.8% | +21.2% | -11.4% | +1.8% |
| 1Y | +10.5% | +21.3% | -10.8% | +2.3% |
| 3Y | +57.4% | +83.4% | -25.9% | +20.2% |
| 5Y | +1.2% | +29.0% | -27.8% | -13.9% |
| All | +70.1% | +222.4% | -152.3% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling