+839.8%
MOD vs WAT
+230.7%
+609.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.0% |
| 7D | +8.2% | +0.7% | +7.5% | +8.1% |
| 30D | -38.2% | +9.0% | -47.1% | -40.6% |
| 3M | -46.2% | +13.5% | -59.7% | -49.5% |
| 6M | -62.5% | +35.3% | -97.8% | -68.0% |
| YTD | -20.1% | +24.0% | -44.1% | -29.9% |
| 1Y | -29.7% | +22.0% | -51.6% | -37.6% |
| 3Y | +136.2% | +84.0% | +52.2% | +58.4% |
| 5Y | +820.4% | +34.4% | +786.0% | +615.5% |
| 10Y | +839.8% | +231.4% | +608.4% | +331.0% |
| All | +839.8% | +230.7% | +609.1% | +331.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling