+97.5%
MO vs WAT
-4.9%
+102.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -2.4% | -1.8% | -0.6% | -2.3% |
| 30D | +3.6% | -1.7% | +5.3% | +3.6% |
| 3M | -3.7% | +9.1% | -12.8% | -4.1% |
| 6M | +4.5% | +32.4% | -27.9% | +2.8% |
| YTD | +21.5% | +6.6% | +14.9% | +21.0% |
| 1Y | +9.5% | +34.7% | -25.2% | +7.4% |
| 3Y | +93.6% | +53.6% | +40.0% | +83.8% |
| 5Y | +97.5% | -4.1% | +101.6% | +97.7% |
| All | +97.5% | -4.9% | +102.4% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling