+6,465.8%
MO vs WAT
+12,173.3%
-5,707.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.3% | +0.6% | +2.7% | +3.2% |
| 30D | +7.5% | +5.4% | +2.1% | +6.9% |
| 3M | +22.8% | +11.3% | +11.5% | +21.2% |
| 6M | +13.4% | +37.4% | -24.1% | +9.2% |
| YTD | +43.0% | +21.2% | +21.8% | +39.1% |
| 1Y | +45.2% | +21.3% | +23.9% | +41.2% |
| 3Y | +145.5% | +83.4% | +62.2% | +124.2% |
| 5Y | +157.1% | +29.0% | +128.1% | +142.1% |
| 10Y | +153.3% | +223.9% | -70.6% | +113.6% |
| All | +6,465.8% | +12,173.3% | -5,707.5% | +3,338.8% |
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 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