+2.5%
MDT vs WAT
+34.9%
-32.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.6% | -2.9% | +1.3% | -1.3% |
| 30D | +1.0% | -3.2% | +4.3% | +1.4% |
| 3M | +15.2% | +10.6% | +4.6% | +13.7% |
| 6M | +3.7% | +34.0% | -30.4% | -0.7% |
| YTD | -3.0% | +5.7% | -8.7% | -3.9% |
| 1Y | +2.5% | +37.1% | -34.6% | -1.1% |
| All | +2.5% | +34.9% | -32.4% | -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