+5,560.5%
MO vs WAT
+10,816.8%
-5,256.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | +0.6% | +2.3% | -1.7% | +0.4% |
| 3M | -1.0% | +8.7% | -9.7% | -2.0% |
| 6M | +4.3% | +28.3% | -24.0% | +1.1% |
| YTD | +23.3% | +7.8% | +15.5% | +21.5% |
| 1Y | +10.5% | +36.6% | -26.1% | +5.9% |
| 3Y | +96.3% | +45.7% | +50.6% | +83.8% |
| 5Y | +98.9% | -3.3% | +102.2% | +93.5% |
| 10Y | +103.6% | +162.1% | -58.5% | +75.4% |
| All | +5,560.5% | +10,816.8% | -5,256.3% | +2,904.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling