+43.1%
MOD vs WAT
+41.4%
+1.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | +9.6% | -1.3% | +10.9% | +10.0% |
| 30D | 0.0% | +2.3% | -2.3% | -0.7% |
| 3M | -35.4% | +8.7% | -44.1% | -37.0% |
| 6M | -7.3% | +28.3% | -35.6% | -15.1% |
| YTD | +45.8% | +7.8% | +38.0% | +35.4% |
| 1Y | +43.1% | +36.6% | +6.5% | +29.4% |
| All | +43.1% | +41.4% | +1.7% | +29.4% |
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